Analisis Pemilihan Investasi Saham di Bursa Efek Indonesia dengan Penerapan Estimasi-M

Lampiran 1. Data Harga Saham IHSG, Saham Individual, dan Data Pengembalian Harga Saham (4 Januari 2010 – 30 Desember 2014)

No Tanggal IHSG XIHSG ADHI YADHI ASII YASII CPIN YCPIN KLBF YKLBF LSIP YLSIP PWON YPWON SMRA YSMRA TLKM YTLKM

1 Jan 4, 2010 2,575.41 - 410.00 - 35,300.00 - 2,200.00 - 1,320.00 - 8,500.00 - 501.20 - 570.00 - 9,550.00 - 2 Jan 5, 2010 2,605.28 0.011531 400.00 -0.024693 35,500.00 0.005650 2,175.00 -0.011429 1,320.00 0.000000 8,650.00 0.017493 510.84 0.019051 580.00 0.017392 9,600.00 0.005222 3 Jan 6, 2010 2,603.30 -0.000760 405.00 0.012423 35,300.00 -0.005650 2,175.00 0.000000 1,350.00 0.022473 8,700.00 0.005764 481.93 -0.058258 590.00 0.017094 9,500.00 -0.010471 4 Jan 7, 2010 2,586.90 -0.006320 410.00 0.012270 34,200.00 -0.031657 2,250.00 0.033902 1,350.00 0.000000 9,200.00 0.055880 477.11 -0.010052 590.00 0.000000 9,250.00 -0.026668 5 Jan 8, 2010 2,614.37 0.010563 415.00 0.012121 34,400.00 0.005831 2,250.00 0.000000 1,360.00 0.007380 9,300.00 0.010811 481.93 0.010052 590.00 0.000000 9,350.00 0.010753 6 Jan 11, 2010 2,632.20 0.006797 410.00 -0.012121 34,950.00 0.015862 2,350.00 0.043485 1,350.00 -0.007380 9,400.00 0.010695 481.93 0.000000 590.00 0.000000 9,450.00 0.010638 7 Jan 12, 2010 2,659.55 0.010337 410.00 0.000000 35,400.00 0.012793 2,325.00 -0.010695 1,360.00 0.007380 9,250.00 -0.016086 481.93 0.000000 620.00 0.049597 9,500.00 0.005277 8 Jan 13, 2010 2,632.87 -0.010082 405.00 -0.012270 35,100.00 -0.008511 2,325.00 0.000000 1,340.00 -0.014815 9,050.00 -0.021859 477.11 -0.010052 620.00 0.000000 9,400.00 -0.010582 9 Jan 14, 2010 2,645.18 0.004665 405.00 0.000000 35,550.00 0.012739 2,275.00 -0.021740 1,350.00 0.007435 9,200.00 0.016439 481.93 0.010052 640.00 0.031749 9,350.00 -0.005333 10 Jan 15, 2010 2,647.09 0.000722 405.00 0.000000 36,200.00 0.018119 2,275.00 0.000000 1,380.00 0.021979 9,050.00 -0.016439 481.93 0.000000 630.00 -0.015748 9,500.00 0.015915 11 Jan 18, 2010 2,642.55 -0.001717 405.00 0.000000 36,000.00 -0.005540 2,250.00 -0.011050 1,400.00 0.014389 9,050.00 0.000000 481.93 0.000000 600.00 -0.048790 9,400.00 -0.010582 12 Jan 19, 2010 2,666.07 0.008861 405.00 0.000000 36,250.00 0.006920 2,300.00 0.021979 1,390.00 -0.007168 9,100.00 0.005510 481.93 0.000000 610.00 0.016529 9,450.00 0.005305 13 Jan 20, 2010 2,667.27 0.000450 395.00 -0.025001 35,800.00 -0.012491 2,300.00 0.000000 1,400.00 0.007168 9,000.00 -0.011050 491.57 0.019805 650.00 0.063513 9,500.00 0.005277 14 Jan 21, 2010 2,638.38 -0.010890 400.00 0.012579 35,250.00 -0.015482 2,275.00 -0.010929 1,400.00 0.000000 8,950.00 -0.005571 491.57 0.000000 640.00 -0.015504 9,450.00 -0.005277 15 Jan 22, 2010 2,610.34 -0.010685 400.00 0.000000 33,800.00 -0.042005 2,250.00 -0.011050 1,380.00 -0.014389 9,000.00 0.005571 481.93 -0.019805 640.00 0.000000 9,300.00 -0.016000 16 Jan 25, 2010 2,597.86 -0.004792 410.00 0.024693 33,400.00 -0.011905 2,225.00 -0.011173 1,420.00 0.028573 8,950.00 -0.005571 501.20 0.039206 660.00 0.030772 9,250.00 -0.005391 17 Jan 26, 2010 2,578.42 -0.007511 400.00 -0.024693 33,850.00 0.013383 2,150.00 -0.034289 1,390.00 -0.021353 8,600.00 -0.039891 501.20 0.000000 640.00 -0.030772 9,300.00 0.005391 18 Jan 27, 2010 2,564.55 -0.005394 400.00 0.000000 34,350.00 0.014663 2,125.00 -0.011696 1,440.00 0.035339 8,400.00 -0.023530 501.20 0.000000 630.00 -0.015748 9,250.00 -0.005391 19 Jan 28, 2010 2,619.56 0.021223 405.00 0.012423 36,000.00 0.046917 2,200.00 0.034686 1,530.00 0.060625 8,600.00 0.023530 530.12 0.056098 710.00 0.119545 9,300.00 0.005391 20 Jan 29, 2010 2,610.80 -0.003350 405.00 0.000000 35,950.00 -0.001390 2,200.00 0.000000 1,540.00 0.006515 8,500.00 -0.011696 530.12 0.000000 700.00 -0.014185 9,350.00 0.005362 21 Feb 1, 2010 2,587.55 -0.008945 395.00 -0.025001 35,400.00 -0.015417 2,175.00 -0.011429 1,600.00 0.038221 8,450.00 -0.005900 520.48 -0.018352 720.00 0.028171 9,300.00 -0.005362 22 Feb 2, 2010 2,580.25 -0.002825 400.00 0.012579 36,000.00 0.016807 2,200.00 0.011429 1,600.00 0.000000 8,450.00 0.000000 539.76 0.036373 700.00 -0.028171 9,300.00 0.000000 23 Feb 3, 2010 2,604.55 0.009374 405.00 0.012423 35,650.00 -0.009770 2,200.00 0.000000 1,610.00 0.006231 8,600.00 0.017596 520.48 -0.036373 720.00 0.028171 9,350.00 0.005362 24 Feb 4, 2010 2,593.22 -0.004360 400.00 -0.012423 35,350.00 -0.008451 2,200.00 0.000000 1,590.00 -0.012500 8,600.00 0.000000 510.84 -0.018695 770.00 0.067139 9,250.00 -0.010753 25 Feb 5, 2010 2,518.98 -0.029046 390.00 -0.025318 34,350.00 -0.028696 2,125.00 -0.034686 1,490.00 -0.064958 8,350.00 -0.029501 501.20 -0.019051 740.00 -0.039740 8,950.00 -0.032970 26 Feb 8, 2010 2,475.57 -0.017383 385.00 -0.012903 33,700.00 -0.019104 2,050.00 -0.035932 1,470.00 -0.013514 8,200.00 -0.018127 501.20 0.000000 730.00 -0.013606 8,700.00 -0.028331 27 Feb 9, 2010 2,489.49 0.005607 385.00 0.000000 34,150.00 0.013265 2,075.00 0.012121 1,490.00 0.013514 8,500.00 0.035932 510.84 0.019051 740.00 0.013606 8,550.00 -0.017392 28 Feb 10, 2010 2,483.44 -0.002433 375.00 -0.026317 34,250.00 0.002924 2,050.00 -0.012121 1,500.00 0.006689 8,350.00 -0.017805 520.48 0.018695 720.00 -0.027399 8,550.00 0.000000 29 Feb 11, 2010 2,507.75 0.009741 370.00 -0.013423 34,300.00 0.001459 2,100.00 0.024098 1,580.00 0.051960 8,650.00 0.035298 520.48 0.000000 730.00 0.013793 8,750.00 0.023122 30 Feb 12, 2010 2,534.14 0.010468 385.00 0.039740 35,300.00 0.028738 2,100.00 0.000000 1,600.00 0.012579 8,600.00 -0.005797 520.48 0.000000 730.00 0.000000 8,700.00 -0.005731 31 Feb 15, 2010 2,517.46 -0.006604 385.00 0.000000 34,950.00 -0.009964 2,100.00 0.000000 1,570.00 -0.018928 8,500.00 -0.011696 530.12 0.018352 710.00 -0.027780 8,700.00 0.000000 32 Feb 16, 2010 2,558.50 0.016171 385.00 0.000000 35,700.00 0.021232 2,125.00 0.011834 1,590.00 0.012658 8,550.00 0.005865 530.12 0.000000 730.00 0.027780 8,800.00 0.011429 33 Feb 17, 2010 2,581.34 0.008887 390.00 0.012903 36,250.00 0.015289 2,100.00 -0.011834 1,580.00 -0.006309 8,650.00 0.011628 539.76 0.018021 730.00 0.000000 8,750.00 -0.005698 34 Feb 18, 2010 2,560.03 -0.008290 380.00 -0.025975 36,000.00 -0.006920 2,075.00 -0.011976 1,560.00 -0.012739 8,650.00 0.000000 539.76 0.000000 720.00 -0.013793 8,700.00 -0.005731 35 Feb 19, 2010 2,554.38 -0.002209 380.00 0.000000 36,150.00 0.004158 2,075.00 0.000000 1,550.00 -0.006431 8,750.00 0.011494 530.12 -0.018021 700.00 -0.028171 8,600.00 -0.011561 36 Feb 22, 2010 2,564.26 0.003860 380.00 0.000000 36,550.00 0.011004 2,050.00 -0.012121 1,550.00 0.000000 8,850.00 0.011364 539.76 0.018021 710.00 0.014185 8,500.00 -0.011696 37 Feb 23, 2010 2,583.65 0.007533 390.00 0.025975 36,900.00 0.009530 2,075.00 0.012121 1,590.00 0.025479 9,150.00 0.033336 549.40 0.017702 720.00 0.013986 8,500.00 0.000000 38 Feb 24, 2010 2,579.42 -0.001639 385.00 -0.012903 36,800.00 -0.002714 2,025.00 -0.024391 1,580.00 -0.006309 9,050.00 -0.010989 539.76 -0.017702 730.00 0.013793 8,450.00 -0.005900 39 Feb 25, 2010 2,549.03 -0.011852 390.00 0.012903 36,250.00 -0.015058 2,000.00 -0.012423 1,560.00 -0.012739 9,000.00 -0.005540 549.40 0.017702 720.00 -0.013793 8,300.00 -0.017911 40 Mar 1, 2010 2,554.67 0.002210 385.00 -0.012903 36,850.00 0.016416 2,025.00 0.012423 1,590.00 0.019048 9,050.00 0.005540 549.40 0.000000 730.00 0.013793 8,150.00 -0.018238 41 Mar 2, 2010 2,576.59 0.008544 390.00 0.012903 36,200.00 -0.017796 2,050.00 0.012270 1,600.00 0.006270 8,950.00 -0.011111 549.40 0.000000 750.00 0.027029 8,450.00 0.036149 42 Mar 3, 2010 2,567.09 -0.003694 385.00 -0.012903 36,150.00 -0.001382 2,100.00 0.024098 1,570.00 -0.018928 8,800.00 -0.016902 539.76 -0.017702 750.00 0.000000 8,350.00 -0.011905 43 Mar 4, 2010 2,565.65 -0.000561 385.00 0.000000 36,050.00 -0.002770 2,125.00 0.011834 1,590.00 0.012658 8,750.00 -0.005698 539.76 0.000000 740.00 -0.013423 8,250.00 -0.012048 44 Mar 5, 2010 2,578.77 0.005101 380.00 -0.013072 36,800.00 0.020591 2,150.00 0.011696 1,680.00 0.055060 8,900.00 0.016998 539.76 0.000000 740.00 0.000000 8,300.00 0.006042 45 Mar 8, 2010 2,626.45 0.018321 390.00 0.025975 39,000.00 0.058064 2,150.00 0.000000 1,690.00 0.005935 8,950.00 0.005602 539.76 0.000000 740.00 0.000000 8,600.00 0.035507 46 Mar 9, 2010 2,657.17 0.011629 385.00 -0.012903 40,250.00 0.031548 2,150.00 0.000000 1,680.00 -0.005935 9,200.00 0.027550 549.40 0.017702 740.00 0.000000 8,750.00 0.017291

No Tanggal IHSG XIHSG ADHI YADHI ASII YASII CPIN YCPIN KLBF YKLBF LSIP YLSIP PWON YPWON SMRA YSMRA TLKM YTLKM

48 Mar 11, 2010 2,676.52 0.002357 405.00 0.050644 39,600.00 -0.008800 2,225.00 0.011300 1,710.00 0.017700 9,200.00 -0.005420 578.31 0.051283 760.00 0.013245 8,600.00 0.000000 49 Mar 12, 2010 2,666.51 -0.003747 415.00 0.024391 39,000.00 -0.015267 2,200.00 -0.011300 1,720.00 0.005831 9,150.00 -0.005450 587.95 0.016532 770.00 0.013072 8,400.00 -0.023530 50 Mar 15, 2010 2,669.61 0.001162 405.00 -0.024391 38,650.00 -0.009015 2,225.00 0.011300 1,700.00 -0.011696 9,200.00 0.005450 607.23 0.032266 800.00 0.038221 8,350.00 -0.005970 51 Mar 17, 2010 2,756.26 0.031942 420.00 0.036368 40,850.00 0.055360 2,275.00 0.022223 1,700.00 0.000000 9,300.00 0.010811 626.51 0.031257 810.00 0.012423 8,600.00 0.029501 52 Mar 18, 2010 2,737.24 -0.006925 430.00 0.023530 40,200.00 -0.016040 2,250.00 -0.011050 1,700.00 0.000000 9,200.00 -0.010811 636.14 0.015254 810.00 0.000000 8,350.00 -0.029501 53 Mar 19, 2010 2,742.97 0.002091 425.00 -0.011696 40,100.00 -0.002491 2,450.00 0.085158 1,740.00 0.023257 9,600.00 0.042560 645.78 0.015040 810.00 0.000000 8,250.00 -0.012048 54 Mar 22, 2010 2,702.40 -0.014901 405.00 -0.048202 40,200.00 0.002491 2,450.00 0.000000 1,720.00 -0.011561 9,400.00 -0.021053 626.51 -0.030294 820.00 0.012270 8,050.00 -0.024541 55 Mar 23, 2010 2,720.86 0.006808 415.00 0.024391 40,800.00 0.014815 2,500.00 0.020203 1,750.00 0.017291 9,400.00 0.000000 626.51 0.000000 850.00 0.035932 8,000.00 -0.006231 56 Mar 24, 2010 2,774.85 0.019649 405.00 -0.024391 41,800.00 0.024214 2,575.00 0.029559 1,810.00 0.033711 9,500.00 0.010582 626.51 0.000000 880.00 0.034686 8,200.00 0.024693 57 Mar 25, 2010 2,799.15 0.008719 410.00 0.012270 43,000.00 0.028304 2,550.00 -0.009756 1,820.00 0.005510 9,650.00 0.015666 626.51 0.000000 870.00 -0.011429 8,300.00 0.012121 58 Mar 26, 2010 2,813.08 0.004964 415.00 0.012121 43,150.00 0.003482 2,775.00 0.084557 1,870.00 0.027102 9,550.00 -0.010417 616.87 -0.015506 860.00 -0.011561 8,200.00 -0.012121 59 Mar 29, 2010 2,794.77 -0.006530 435.00 0.047068 42,600.00 -0.012828 2,800.00 0.008969 1,860.00 -0.005362 9,750.00 0.020726 607.23 -0.015751 860.00 0.000000 8,100.00 -0.012270 60 Mar 30, 2010 2,798.27 0.001252 440.00 0.011429 42,400.00 -0.004706 2,750.00 -0.018019 1,860.00 0.000000 9,900.00 0.015267 607.23 0.000000 850.00 -0.011696 8,100.00 0.000000 61 Mar 31, 2010 2,777.30 -0.007522 440.00 0.000000 41,900.00 -0.011863 2,800.00 0.018019 1,870.00 0.005362 9,800.00 -0.010152 587.95 -0.032266 830.00 -0.023811 8,050.00 -0.006192 62 Apr 1, 2010 2,830.00 0.018797 450.00 0.022473 44,500.00 0.060203 2,800.00 0.000000 1,830.00 -0.021622 10,100.00 0.030153 587.95 0.000000 870.00 0.047068 8,150.00 0.012346 63 Apr 5, 2010 2,887.25 0.020028 480.00 0.064539 46,700.00 0.048255 2,725.00 -0.027151 1,810.00 -0.010989 10,200.00 0.009852 578.31 -0.016532 880.00 0.011429 8,350.00 0.024244 64 Apr 6, 2010 2,880.97 -0.002177 480.00 0.000000 45,300.00 -0.030437 2,725.00 0.000000 1,870.00 0.032612 10,050.00 -0.014815 568.68 -0.016792 870.00 -0.011429 8,200.00 -0.018127 65 Apr 7, 2010 2,898.58 0.006094 550.00 0.136132 45,500.00 0.004405 2,725.00 0.000000 1,930.00 0.031582 10,050.00 0.000000 568.68 0.000000 890.00 0.022728 8,050.00 -0.018462 66 Apr 8, 2010 2,850.83 -0.016611 560.00 0.018019 43,800.00 -0.038079 2,650.00 -0.027909 2,050.00 0.060320 9,800.00 -0.025190 578.31 0.016792 880.00 -0.011300 8,100.00 0.006192 67 Apr 9, 2010 2,845.01 -0.002044 560.00 0.000000 43,450.00 -0.008023 2,650.00 0.000000 2,050.00 0.000000 9,800.00 0.000000 578.31 0.000000 870.00 -0.011429 8,100.00 0.000000 68 Apr 12, 2010 2,881.33 0.012685 540.00 -0.036368 44,550.00 0.025001 2,775.00 0.046091 2,100.00 0.024098 9,800.00 0.000000 578.31 0.000000 860.00 -0.011561 8,050.00 -0.006192 69 Apr 13, 2010 2,884.70 0.001169 580.00 0.071459 43,900.00 -0.014698 2,725.00 -0.018182 2,075.00 -0.011976 9,800.00 0.000000 578.31 0.000000 880.00 0.022990 8,050.00 0.000000 70 Apr 14, 2010 2,885.01 0.000107 610.00 0.050431 43,350.00 -0.012608 2,725.00 0.000000 2,050.00 -0.012121 9,800.00 0.000000 578.31 0.000000 870.00 -0.011429 7,950.00 -0.012500 71 Apr 15, 2010 2,900.53 0.005365 580.00 -0.050431 43,450.00 0.002304 2,850.00 0.044851 2,025.00 -0.012270 9,750.00 -0.005115 578.31 0.000000 870.00 0.000000 8,000.00 0.006270 72 Apr 16, 2010 2,878.67 -0.007565 580.00 0.000000 42,900.00 -0.012739 2,825.00 -0.008811 2,025.00 0.000000 9,600.00 -0.015504 607.23 0.048798 870.00 0.000000 8,000.00 0.000000 73 Apr 19, 2010 2,840.43 -0.013373 580.00 0.000000 43,100.00 0.004651 2,775.00 -0.017858 1,960.00 -0.032625 9,300.00 -0.031749 607.23 0.000000 860.00 -0.011561 7,900.00 -0.012579 74 Apr 20, 2010 2,891.27 0.017740 610.00 0.050431 43,900.00 0.018391 2,850.00 0.026668 2,025.00 0.032625 9,700.00 0.042111 626.51 0.031257 880.00 0.022990 7,950.00 0.006309 75 Apr 21, 2010 2,912.83 0.007429 610.00 0.000000 45,150.00 0.028076 2,825.00 -0.008811 2,025.00 0.000000 9,700.00 0.000000 636.14 0.015254 920.00 0.044452 8,100.00 0.018692 76 Apr 22, 2010 2,926.53 0.004692 600.00 -0.016529 45,450.00 0.006623 2,825.00 0.000000 2,050.00 0.012270 9,750.00 0.005141 616.87 -0.030760 930.00 0.010811 8,100.00 0.000000 77 Apr 23, 2010 2,924.73 -0.000615 590.00 -0.016807 45,800.00 0.007671 2,800.00 -0.008889 2,050.00 0.000000 9,700.00 -0.005141 597.59 -0.031753 920.00 -0.010811 8,050.00 -0.006192 78 Apr 26, 2010 2,944.71 0.006808 590.00 0.000000 47,000.00 0.025864 2,825.00 0.008889 2,025.00 -0.012270 9,800.00 0.010257 597.59 0.000000 940.00 0.021506 7,900.00 -0.018809 79 Apr 27, 2010 2,939.30 -0.001839 600.00 0.016807 46,200.00 -0.017168 2,825.00 0.000000 2,050.00 0.012270 9,750.00 -0.005115 587.95 -0.016263 940.00 0.000000 7,800.00 -0.012739 80 Apr 28, 2010 2,903.32 -0.012317 600.00 0.000000 45,550.00 -0.014169 2,800.00 -0.008889 2,000.00 -0.024693 9,700.00 -0.005141 578.31 -0.016532 960.00 0.021053 7,650.00 -0.019418 81 Apr 29, 2010 2,926.86 0.008075 590.00 -0.016807 46,100.00 0.012002 2,975.00 0.060625 2,025.00 0.012423 9,650.00 -0.005168 587.95 0.016532 980.00 0.020619 7,700.00 0.006515 82 Apr 30, 2010 2,971.25 0.015053 590.00 0.000000 47,150.00 0.022521 3,000.00 0.008368 2,075.00 0.024391 9,700.00 0.005168 587.95 0.000000 980.00 0.000000 7,850.00 0.019293 83 May 3, 2010 2,960.90 -0.003489 580.00 -0.017094 46,400.00 -0.016035 2,975.00 -0.008368 2,025.00 -0.024391 9,650.00 -0.005168 587.95 0.000000 940.00 -0.041673 8,000.00 0.018928 84 May 4, 2010 2,959.01 -0.000639 560.00 -0.035091 45,550.00 -0.018489 2,950.00 -0.008439 2,050.00 0.012270 9,450.00 -0.020943 578.31 -0.016532 950.00 0.010582 7,850.00 -0.018928 85 May 5, 2010 2,846.24 -0.038856 520.00 -0.074108 43,450.00 -0.047200 2,800.00 -0.052186 1,970.00 -0.039806 9,150.00 -0.032261 559.04 -0.033889 910.00 -0.043017 7,650.00 -0.025808 86 May 6, 2010 2,810.62 -0.012594 500.00 -0.039221 41,900.00 -0.036325 2,800.00 0.000000 1,970.00 0.000000 9,150.00 0.000000 539.76 -0.035096 890.00 -0.022223 7,750.00 0.012987 87 May 7, 2010 2,739.33 -0.025692 470.00 -0.061875 40,200.00 -0.041419 2,625.00 -0.064539 1,840.00 -0.068268 8,700.00 -0.050431 520.48 -0.036373 870.00 -0.022728 7,600.00 -0.019545 88 May 10, 2010 2,850.43 0.039756 510.00 0.081678 42,600.00 0.057987 2,700.00 0.028171 1,940.00 0.052922 9,000.00 0.033902 559.04 0.071470 890.00 0.022728 7,800.00 0.025975 89 May 11, 2010 2,812.89 -0.013257 490.00 -0.040005 42,700.00 0.002345 2,750.00 0.018349 1,940.00 0.000000 9,100.00 0.011050 559.04 0.000000 840.00 -0.057820 7,650.00 -0.019418 90 May 12, 2010 2,847.62 0.012271 500.00 0.020203 42,700.00 0.000000 2,775.00 0.009050 1,910.00 -0.015585 9,200.00 0.010929 568.68 0.017097 850.00 0.011834 7,600.00 -0.006557 91 May 14, 2010 2,858.39 0.003775 500.00 0.000000 42,600.00 -0.002345 2,750.00 -0.009050 1,950.00 0.020726 9,150.00 -0.005450 578.31 0.016792 860.00 0.011696 7,650.00 0.006557 92 May 17, 2010 2,819.47 -0.013710 490.00 -0.020203 41,900.00 -0.016568 2,700.00 -0.018349 1,930.00 -0.010309 8,950.00 -0.022100 597.59 0.032795 830.00 -0.035507 7,650.00 0.000000 93 May 18, 2010 2,834.19 0.005207 495.00 0.010152 41,500.00 -0.009592 2,725.00 0.009217 1,960.00 0.015424 8,850.00 -0.011236 607.23 0.016003 820.00 -0.012121 7,700.00 0.006515 94 May 19, 2010 2,729.48 -0.037645 465.00 -0.062520 39,600.00 -0.046864 2,750.00 0.009132 1,890.00 -0.036368 8,350.00 -0.058156 568.68 -0.065590 760.00 -0.075986 7,550.00 -0.019673 95 May 20, 2010 2,694.25 -0.012991 460.00 -0.010811 38,450.00 -0.029470 2,700.00 -0.018349 1,860.00 -0.016000 8,000.00 -0.042820 578.31 0.016792 740.00 -0.026668 7,600.00 0.006601 96 May 21, 2010 2,623.22 -0.026717 440.00 -0.044452 38,000.00 -0.011773 2,650.00 -0.018692 1,770.00 -0.049597 7,600.00 -0.051293 559.04 -0.033889 700.00 -0.055570 7,450.00 -0.019934 97 May 24, 2010 2,609.61 -0.005202 440.00 0.000000 37,900.00 -0.002635 2,525.00 -0.048319 1,790.00 0.011236 7,650.00 0.006557 559.04 0.000000 720.00 0.028171 7,100.00 -0.048119 98 May 25, 2010 2,514.12 -0.037278 420.00 -0.046520 36,400.00 -0.040382 2,375.00 -0.061244 1,680.00 -0.063422 7,400.00 -0.033226 539.76 -0.035096 690.00 -0.042560 7,200.00 0.013986

99 May 26, 2010 2,696.78 0.070136 465.00 0.101783 40,050.00 0.095560 2,675.00 0.118952 1,740.00 0.035091 7,800.00 0.052644 597.59 0.101780 740.00 0.069959 7,500.00 0.040822 100 May 27, 2010 2,713.92 0.006336 465.00 0.000000 41,500.00 0.035565 2,650.00 -0.009390 1,810.00 0.039442 7,900.00 0.012739 597.59 0.000000 750.00 0.013423 7,600.00 0.013245 101 May 31, 2010 2,796.96 0.030139 490.00 0.052368 43,150.00 0.038989 2,750.00 0.037041 1,880.00 0.037945 8,300.00 0.049393 645.78 0.077554 770.00 0.026317 7,750.00 0.019545 102 Jun 1, 2010 2,724.61 -0.026208 465.00 -0.052368 42,750.00 -0.009313 2,700.00 -0.018349 1,830.00 -0.026956 8,250.00 -0.006042 616.87 -0.045801 760.00 -0.013072 7,450.00 -0.039479 103 Jun 2, 2010 2,733.68 0.003323 470.00 0.010695 42,500.00 -0.005865 2,700.00 0.000000 1,850.00 0.010870 8,350.00 0.012048 616.87 0.000000 750.00 -0.013245 7,850.00 0.052299 104 Jun 3, 2010 2,810.98 0.027884 475.00 0.010582 44,100.00 0.036956 2,750.00 0.018349 1,890.00 0.021391 8,650.00 0.035298 636.14 0.030760 770.00 0.026317 8,000.00 0.018928 105 Jun 4, 2010 2,823.25 0.004356 490.00 0.031091 44,950.00 0.019091 2,750.00 0.000000 1,890.00 0.000000 8,600.00 -0.005797 626.51 -0.015254 780.00 0.012903 7,900.00 -0.012579 106 Jun 7, 2010 2,750.23 -0.026204 475.00 -0.031091 43,800.00 -0.025917 2,650.00 -0.037041 1,810.00 -0.043250 8,200.00 -0.047628 616.87 -0.015506 750.00 -0.039221 7,750.00 -0.019170 107 Jun 8, 2010 2,779.98 0.010759 485.00 0.020834 43,250.00 -0.012637 2,700.00 0.018692 1,820.00 0.005510 8,150.00 -0.006116 616.87 0.000000 760.00 0.013245 7,950.00 0.025479 108 Jun 9, 2010 2,785.79 0.002088 485.00 0.000000 43,150.00 -0.002315 2,725.00 0.009217 1,830.00 0.005479 8,150.00 0.000000 626.51 0.015506 850.00 0.111918 7,850.00 -0.012658 109 Jun 10, 2010 2,770.79 -0.005399 530.00 0.088728 42,750.00 -0.009313 2,825.00 0.036040 1,820.00 -0.005479 7,900.00 -0.031155 616.87 -0.015506 840.00 -0.011834 7,750.00 -0.012821 110 Jun 11, 2010 2,801.90 0.011165 540.00 0.018692 43,000.00 0.005831 2,950.00 0.043297 1,880.00 0.032435 8,150.00 0.031155 616.87 0.000000 840.00 0.000000 7,850.00 0.012821 111 Jun 14, 2010 2,826.84 0.008862 560.00 0.036368 44,250.00 0.028655 3,125.00 0.057629 2,025.00 0.074298 8,400.00 0.030214 636.14 0.030760 820.00 -0.024098 8,000.00 0.018928 112 Jun 15, 2010 2,830.17 0.001177 550.00 -0.018019 46,000.00 0.038786 3,275.00 0.046884 2,050.00 0.012270 8,450.00 0.005935 626.51 -0.015254 820.00 0.000000 7,950.00 -0.006270 113 Jun 16, 2010 2,858.66 0.010016 550.00 0.000000 46,450.00 0.009735 3,300.00 0.007605 2,050.00 0.000000 8,600.00 0.017596 655.42 0.045112 810.00 -0.012270 7,950.00 0.000000 114 Jun 17, 2010 2,891.10 0.011284 570.00 0.035718 46,650.00 0.004296 3,600.00 0.087011 2,050.00 0.000000 8,600.00 0.000000 665.06 0.014601 840.00 0.036368 8,000.00 0.006270 115 Jun 18, 2010 2,929.59 0.013225 570.00 0.000000 48,550.00 0.039921 3,700.00 0.027399 2,100.00 0.024098 8,400.00 -0.023530 665.06 0.000000 880.00 0.046520 8,050.00 0.006231 116 Jun 21, 2010 2,941.90 0.004193 580.00 0.017392 48,250.00 -0.006198 3,625.00 -0.020479 2,100.00 0.000000 8,550.00 0.017700 674.70 0.014391 890.00 0.011300 7,900.00 -0.018809 117 Jun 22, 2010 2,934.59 -0.002488 570.00 -0.017392 48,350.00 0.002070 3,625.00 0.000000 2,100.00 0.000000 8,500.00 -0.005865 665.06 -0.014391 900.00 0.011173 7,900.00 0.000000 118 Jun 23, 2010 2,924.79 -0.003345 610.00 0.067823 47,600.00 -0.015633 3,350.00 -0.078894 2,100.00 0.000000 8,400.00 -0.011834 684.34 0.028578 890.00 -0.011173 8,000.00 0.012579 119 Jun 24, 2010 2,914.09 -0.003665 610.00 0.000000 48,100.00 0.010449 3,275.00 -0.022642 2,050.00 -0.024098 8,300.00 -0.011976 693.98 0.013988 850.00 -0.045985 8,000.00 0.000000 120 Jun 25, 2010 2,947.02 0.011237 610.00 0.000000 48,400.00 0.006218 3,475.00 0.059277 2,100.00 0.024098 8,450.00 0.017911 713.25 0.027389 850.00 0.000000 7,950.00 -0.006270 121 Jun 28, 2010 2,955.73 0.002951 620.00 0.016261 48,100.00 -0.006218 3,600.00 0.035339 2,100.00 0.000000 8,500.00 0.005900 742.17 0.039746 860.00 0.011696 7,900.00 -0.006309 122 Jun 29, 2010 2,893.37 -0.021324 600.00 -0.032790 47,500.00 -0.012552 3,475.00 -0.035339 2,050.00 -0.024098 8,250.00 -0.029853 751.81 0.012905 840.00 -0.023530 7,700.00 -0.025642 123 Jun 30, 2010 2,913.68 0.006995 620.00 0.032790 48,300.00 0.016702 3,550.00 0.021353 2,100.00 0.024098 8,300.00 0.006042 771.08 0.025308 850.00 0.011834 7,700.00 0.000000 124 Jul 1, 2010 2,874.25 -0.013625 590.00 -0.049597 47,500.00 -0.016702 3,350.00 -0.057987 2,050.00 -0.024098 8,000.00 -0.036814 751.81 -0.025308 850.00 0.000000 7,700.00 0.000000 125 Jul 2, 2010 2,871.55 -0.000940 590.00 0.000000 46,300.00 -0.025588 3,425.00 0.022141 2,000.00 -0.024693 8,050.00 0.006231 742.17 -0.012905 850.00 0.000000 7,650.00 -0.006515 126 Jul 5, 2010 2,877.30 0.002000 580.00 -0.017094 46,700.00 0.008602 3,425.00 0.000000 2,050.00 0.024693 8,050.00 0.000000 742.17 0.000000 870.00 0.023257 7,750.00 0.012987 127 Jul 6, 2010 2,910.65 0.011524 590.00 0.017094 46,850.00 0.003207 3,575.00 0.042864 2,050.00 0.000000 8,200.00 0.018462 722.89 -0.026321 860.00 -0.011561 7,850.00 0.012821 128 Jul 7, 2010 2,902.04 -0.002962 590.00 0.000000 46,250.00 -0.012890 3,750.00 0.047791 2,225.00 0.081917 8,050.00 -0.018462 693.98 -0.040814 880.00 0.022990 7,900.00 0.006349 129 Jul 8, 2010 2,915.91 0.004768 590.00 0.000000 47,000.00 0.016086 3,800.00 0.013245 2,225.00 0.000000 7,950.00 -0.012500 693.98 0.000000 910.00 0.033523 7,750.00 -0.019170 130 Jul 9, 2010 2,943.90 0.009553 590.00 0.000000 47,350.00 0.007419 4,175.00 0.094113 2,250.00 0.011173 7,800.00 -0.019048 693.98 0.000000 900.00 -0.011050 7,800.00 0.006431 131 Jul 12, 2010 2,958.79 0.005045 590.00 0.000000 47,300.00 -0.001057 4,075.00 -0.024244 2,275.00 0.011050 7,750.00 -0.006431 722.89 0.040814 910.00 0.011050 7,850.00 0.006390 132 Jul 13, 2010 2,961.51 0.000919 580.00 -0.017094 48,200.00 0.018849 3,950.00 -0.031155 2,300.00 0.010929 7,650.00 -0.012987 722.89 0.000000 900.00 -0.011050 7,800.00 -0.006390 133 Jul 14, 2010 2,981.06 0.006580 580.00 0.000000 49,450.00 0.025603 4,425.00 0.113555 2,325.00 0.010811 7,700.00 0.006515 732.53 0.013247 910.00 0.011050 7,900.00 0.012739 134 Jul 15, 2010 2,980.60 -0.000154 600.00 0.033902 49,850.00 0.008056 4,325.00 -0.022858 2,275.00 -0.021740 7,550.00 -0.019673 722.89 -0.013247 870.00 -0.044951 8,000.00 0.012579 135 Jul 16, 2010 2,992.45 0.003968 590.00 -0.016807 49,750.00 -0.002008 4,350.00 0.005764 2,325.00 0.021740 7,800.00 0.032576 722.89 0.000000 840.00 -0.035091 8,100.00 0.012423 136 Jul 19, 2010 2,975.57 -0.005657 590.00 0.000000 49,300.00 -0.009086 4,400.00 0.011429 2,475.00 0.062520 7,900.00 0.012739 713.25 -0.013425 860.00 0.023530 8,100.00 0.000000 137 Jul 20, 2010 2,995.44 0.006656 580.00 -0.017094 49,800.00 0.010091 4,450.00 0.011300 2,450.00 -0.010152 8,500.00 0.073203 693.98 -0.027389 870.00 0.011561 8,100.00 0.000000 138 Jul 21, 2010 3,013.40 0.005978 580.00 0.000000 49,850.00 0.001004 4,450.00 0.000000 2,375.00 -0.031091 8,550.00 0.005865 703.62 0.013795 860.00 -0.011561 8,150.00 0.006154 139 Jul 22, 2010 3,009.92 -0.001156 570.00 -0.017392 49,750.00 -0.002008 4,500.00 0.011173 2,450.00 0.031091 8,600.00 0.005831 693.98 -0.013795 870.00 0.011561 8,100.00 -0.006154 140 Jul 23, 2010 3,042.02 0.010608 580.00 0.017392 50,100.00 0.007011 4,475.00 -0.005571 2,475.00 0.010152 9,150.00 0.061992 693.98 0.000000 890.00 0.022728 8,150.00 0.006154 141 Jul 26, 2010 3,023.70 -0.006041 570.00 -0.017392 49,800.00 -0.006006 4,350.00 -0.028331 2,425.00 -0.020409 8,850.00 -0.033336 684.34 -0.013988 830.00 -0.069796 8,050.00 -0.012346 142 Jul 27, 2010 3,041.68 0.005929 570.00 0.000000 50,500.00 0.013958 4,450.00 0.022728 2,450.00 0.010257 8,700.00 -0.017094 693.98 0.013988 860.00 0.035507 8,200.00 0.018462 143 Jul 28, 2010 3,057.48 0.005181 620.00 0.084083 51,200.00 0.013766 4,625.00 0.038572 2,400.00 -0.020619 8,800.00 0.011429 684.34 -0.013988 860.00 0.000000 8,250.00 0.006079 144 Jul 29, 2010 3,096.82 0.012785 660.00 0.062520 52,750.00 0.029824 5,150.00 0.107520 2,450.00 0.020619 8,850.00 0.005666 665.06 -0.028578 880.00 0.022990 8,250.00 0.000000 145 Jul 30, 2010 3,069.28 -0.008933 650.00 -0.015267 50,700.00 -0.039638 5,200.00 0.009662 2,450.00 0.000000 8,850.00 0.000000 665.06 0.000000 930.00 0.055263 8,450.00 0.023953 146 Aug 2, 2010 3,058.98 -0.003361 630.00 -0.031253 49,950.00 -0.014903 5,100.00 -0.019418 2,425.00 -0.010257 8,900.00 0.005634 665.06 0.000000 970.00 0.042111 8,400.00 -0.005935 147 Aug 3, 2010 2,973.66 -0.028288 630.00 0.000000 47,500.00 -0.050293 4,875.00 -0.045120 2,375.00 -0.020834 8,800.00 -0.011300 655.42 -0.014601 930.00 -0.042111 8,000.00 -0.048790 148 Aug 4, 2010 2,983.25 0.003220 640.00 0.015748 46,500.00 -0.021277 4,875.00 0.000000 2,300.00 -0.032088 9,150.00 0.039002 665.06 0.014601 920.00 -0.010811 8,100.00 0.012423

No Tanggal IHSG XIHSG ADHI YADHI ASII YASII CPIN YCPIN KLBF YKLBF LSIP YLSIP PWON YPWON SMRA YSMRA TLKM YTLKM

150 Aug 6, 2010 3,060.59 0.005127 660.00 0.000000 48,800.00 0.001025 5,000.00 -0.009950 2,350.00 0.010695 9,800.00 0.020619 655.42 0.000000 950.00 0.021277 8,400.00 0.024098 151 Aug 9, 2010 3,082.60 0.007166 680.00 0.029853 48,800.00 0.000000 4,950.00 -0.010050 2,400.00 0.021053 9,700.00 -0.010257 665.06 0.014601 1,000.00 0.051293 8,500.00 0.011834 152 Aug 10, 2010 3,057.16 -0.008287 670.00 -0.014815 47,500.00 -0.027001 4,825.00 -0.025577 2,375.00 -0.010471 9,450.00 -0.026111 665.06 0.000000 980.00 -0.020203 8,400.00 -0.011834 153 Aug 11, 2010 3,035.32 -0.007170 660.00 -0.015038 46,800.00 -0.014847 4,675.00 -0.031582 2,350.00 -0.010582 9,200.00 -0.026811 655.42 -0.014601 960.00 -0.020619 8,450.00 0.005935 154 Aug 12, 2010 3,025.64 -0.003194 660.00 0.000000 47,600.00 0.016950 4,775.00 0.021165 2,300.00 -0.021506 9,550.00 0.037338 655.42 0.000000 950.00 -0.010471 8,400.00 -0.005935 155 Aug 13, 2010 3,053.01 0.009005 640.00 -0.030772 48,300.00 0.014599 4,925.00 0.030930 2,300.00 0.000000 9,400.00 -0.015831 655.42 0.000000 960.00 0.010471 8,500.00 0.011834 156 Aug 16, 2010 3,052.60 -0.000134 630.00 -0.015748 48,300.00 0.000000 4,950.00 0.005063 2,300.00 0.000000 9,450.00 0.005305 645.78 -0.014817 950.00 -0.010471 8,550.00 0.005865 157 Aug 18, 2010 3,072.09 0.006364 650.00 0.031253 48,300.00 0.000000 5,000.00 0.010050 2,250.00 -0.021979 9,400.00 -0.005305 645.78 0.000000 960.00 0.010471 8,600.00 0.005831 158 Aug 19, 2010 3,105.35 0.010768 640.00 -0.015504 48,800.00 0.010299 5,300.00 0.058269 2,300.00 0.021979 9,300.00 -0.010695 645.78 0.000000 950.00 -0.010471 9,000.00 0.045462 159 Aug 20, 2010 3,117.72 0.003976 640.00 0.000000 48,800.00 0.000000 5,500.00 0.037041 2,375.00 0.032088 9,250.00 -0.005391 655.42 0.014817 950.00 0.000000 8,800.00 -0.022473 160 Aug 23, 2010 3,128.73 0.003525 650.00 0.015504 49,750.00 0.019280 5,650.00 0.026907 2,375.00 0.000000 9,300.00 0.005391 713.25 0.084556 950.00 0.000000 8,700.00 -0.011429 161 Aug 24, 2010 3,114.94 -0.004417 630.00 -0.031253 49,000.00 -0.015190 5,450.00 -0.036040 2,325.00 -0.021277 9,300.00 0.000000 732.53 0.026672 920.00 -0.032088 8,700.00 0.000000 162 Aug 25, 2010 3,138.91 0.007666 650.00 0.031253 48,650.00 -0.007168 5,800.00 0.062242 2,350.00 0.010695 9,300.00 0.000000 761.44 0.038707 890.00 -0.033152 8,900.00 0.022728 163 Aug 26, 2010 3,145.14 0.001983 660.00 0.015267 48,400.00 -0.005152 5,950.00 0.025533 2,375.00 0.010582 9,450.00 0.016000 790.36 0.037277 910.00 0.022223 9,000.00 0.011173 164 Aug 27, 2010 3,104.73 -0.012932 650.00 -0.015267 47,500.00 -0.018770 6,250.00 0.049190 2,325.00 -0.021277 9,300.00 -0.016000 780.72 -0.012272 900.00 -0.011050 8,750.00 -0.028171 165 Aug 30, 2010 3,099.56 -0.001667 660.00 0.015267 47,800.00 0.006296 6,350.00 0.015873 2,350.00 0.010695 9,550.00 0.026527 790.36 0.012272 890.00 -0.011173 8,700.00 -0.005731 166 Aug 31, 2010 3,081.88 -0.005720 660.00 0.000000 47,600.00 -0.004193 6,450.00 0.015625 2,325.00 -0.010695 9,350.00 -0.021165 800.00 0.012123 920.00 0.033152 8,650.00 -0.005764 167 Sep 1, 2010 3,135.32 0.017191 730.00 0.100805 49,400.00 0.037118 6,550.00 0.015385 2,350.00 0.010695 9,250.00 -0.010753 790.36 -0.012123 920.00 0.000000 9,000.00 0.039665 168 Sep 2, 2010 3,122.15 -0.004209 730.00 0.000000 50,050.00 0.013072 6,300.00 -0.038915 2,350.00 0.000000 9,300.00 0.005391 800.00 0.012123 960.00 0.042560 8,950.00 -0.005571 169 Sep 3, 2010 3,164.28 0.013404 720.00 -0.013793 50,000.00 -0.001000 6,300.00 0.000000 2,375.00 0.010582 9,350.00 0.005362 800.00 0.000000 970.00 0.010363 9,050.00 0.011111 170 Sep 6, 2010 3,217.15 0.016570 750.00 0.040822 52,400.00 0.046884 6,250.00 -0.007968 2,425.00 0.020834 9,600.00 0.026387 790.36 -0.012123 980.00 0.010257 9,000.00 -0.005540 171 Sep 7, 2010 3,230.89 0.004262 780.00 0.039221 53,500.00 0.020775 6,400.00 0.023717 2,425.00 0.000000 9,750.00 0.015504 780.72 -0.012272 950.00 -0.031091 9,000.00 0.000000 172 Sep 15, 2010 3,357.03 0.038299 910.00 0.154151 57,800.00 0.077307 7,200.00 0.117783 2,500.00 0.030459 9,800.00 0.005115 790.36 0.012272 1,010.00 0.061244 9,300.00 0.032790 173 Sep 16, 2010 3,341.63 -0.004598 930.00 0.021740 55,300.00 -0.044216 7,650.00 0.060625 2,475.00 -0.010050 9,700.00 -0.010257 790.36 0.000000 980.00 -0.030153 9,200.00 -0.010811 174 Sep 17, 2010 3,384.65 0.012792 990.00 0.062520 54,700.00 -0.010909 7,900.00 0.032157 2,525.00 0.020001 9,850.00 0.015346 848.19 0.070616 1,050.00 0.068993 9,250.00 0.005420 175 Sep 20, 2010 3,370.98 -0.004047 930.00 -0.062520 54,500.00 -0.003663 8,350.00 0.055399 2,600.00 0.029270 10,000.00 0.015114 857.83 0.011301 1,020.00 -0.028988 9,250.00 0.000000 176 Sep 21, 2010 3,365.04 -0.001764 940.00 0.010695 55,200.00 0.012762 8,300.00 -0.006006 2,625.00 0.009569 9,900.00 -0.010050 857.83 0.000000 1,000.00 -0.019803 9,000.00 -0.027399 177 Sep 22, 2010 3,343.34 -0.006470 930.00 -0.010695 55,000.00 -0.003630 8,250.00 -0.006042 2,725.00 0.037388 10,250.00 0.034743 848.19 -0.011301 970.00 -0.030459 8,950.00 -0.005571 178 Sep 23, 2010 3,337.20 -0.001838 920.00 -0.010811 54,850.00 -0.002731 7,600.00 -0.082065 2,650.00 -0.027909 10,350.00 0.009709 828.92 -0.022981 950.00 -0.020834 8,800.00 -0.016902 179 Sep 24, 2010 3,397.63 0.017946 960.00 0.042560 56,000.00 0.020750 7,850.00 0.032365 2,575.00 -0.028710 10,300.00 -0.004843 828.92 0.000000 1,000.00 0.051293 8,900.00 0.011300 180 Sep 27, 2010 3,468.04 0.020511 960.00 0.000000 58,100.00 0.036814 8,250.00 0.049700 2,625.00 0.019231 10,050.00 -0.024571 828.92 0.000000 1,000.00 0.000000 9,000.00 0.011173 181 Sep 28, 2010 3,472.71 0.001346 970.00 0.010363 56,950.00 -0.019992 8,450.00 0.023953 2,650.00 0.009479 9,950.00 -0.010000 906.02 0.088938 1,040.00 0.039221 9,050.00 0.005540 182 Sep 29, 2010 3,495.46 0.006530 990.00 0.020409 56,150.00 -0.014147 8,600.00 0.017596 2,550.00 -0.038466 9,950.00 0.000000 915.66 0.010584 1,070.00 0.028438 9,300.00 0.027250 183 Sep 30, 2010 3,501.30 0.001669 960.00 -0.030772 56,700.00 0.009748 8,700.00 0.011561 2,550.00 0.000000 9,850.00 -0.010101 963.86 0.051301 1,100.00 0.027652 9,200.00 -0.010811 184 Oct 1, 2010 3,547.11 0.012999 960.00 0.000000 59,600.00 0.049881 8,500.00 -0.023257 2,550.00 0.000000 9,950.00 0.010101 983.13 0.019795 1,090.00 -0.009132 9,400.00 0.021506 185 Oct 4, 2010 3,569.50 0.006292 990.00 0.030772 60,000.00 0.006689 8,350.00 -0.017805 2,575.00 0.009756 9,900.00 -0.005038 992.77 0.009758 1,110.00 0.018182 9,550.00 0.015831 186 Oct 5, 2010 3,591.70 0.006200 1,050.00 0.058841 58,950.00 -0.017655 8,250.00 -0.012048 2,600.00 0.009662 9,900.00 0.000000 1002.41 0.009663 1,060.00 -0.046091 9,800.00 0.025841 187 Oct 6, 2010 3,603.40 0.003252 1,080.00 0.028171 58,950.00 0.000000 8,100.00 -0.018349 2,650.00 0.019048 10,100.00 0.020001 963.86 -0.039216 1,050.00 -0.009479 9,500.00 -0.031091 188 Oct 7, 2010 3,586.19 -0.004787 1,050.00 -0.028171 58,450.00 -0.008518 8,150.00 0.006154 2,650.00 0.000000 10,150.00 0.004938 925.30 -0.040828 1,130.00 0.073427 9,200.00 -0.032088 189 Oct 8, 2010 3,546.95 -0.011002 1,050.00 0.000000 56,950.00 -0.025998 8,000.00 -0.018576 2,575.00 -0.028710 10,150.00 0.000000 915.66 -0.010473 1,120.00 -0.008889 9,100.00 -0.010929 190 Oct 11, 2010 3,548.75 0.000507 1,040.00 -0.009569 56,400.00 -0.009705 7,650.00 -0.044736 2,575.00 0.000000 10,400.00 0.024332 915.66 0.000000 1,120.00 0.000000 9,150.00 0.005479 191 Oct 12, 2010 3,547.25 -0.000423 1,040.00 0.000000 57,150.00 0.013210 7,300.00 -0.046831 2,575.00 0.000000 10,400.00 0.000000 915.66 0.000000 1,160.00 0.035091 9,150.00 0.000000 192 Oct 13, 2010 3,611.98 0.018083 1,030.00 -0.009662 57,500.00 0.006106 7,700.00 0.053346 2,625.00 0.019231 10,550.00 0.014320 925.30 0.010473 1,200.00 0.033902 9,050.00 -0.010989 193 Oct 14, 2010 3,618.48 0.001798 1,010.00 -0.019608 57,600.00 0.001738 7,600.00 -0.013072 2,625.00 0.000000 10,600.00 0.004728 934.94 0.010364 1,210.00 0.008299 9,050.00 0.000000 194 Oct 15, 2010 3,597.03 -0.005946 1,010.00 0.000000 56,250.00 -0.023717 7,700.00 0.013072 2,650.00 0.009479 10,600.00 0.000000 934.94 0.000000 1,200.00 -0.008299 9,050.00 0.000000 195 Oct 18, 2010 3,566.92 -0.008406 990.00 -0.020001 55,950.00 -0.005348 7,800.00 0.012903 2,625.00 -0.009479 10,400.00 -0.019048 934.94 0.000000 1,190.00 -0.008368 9,050.00 0.000000 196 Oct 19, 2010 3,592.79 0.007227 1,000.00 0.010050 56,100.00 0.002677 8,350.00 0.068138 2,625.00 0.000000 10,600.00 0.019048 934.94 0.000000 1,150.00 -0.034191 9,200.00 0.016439 197 Oct 20, 2010 3,578.95 -0.003860 990.00 -0.010050 56,300.00 0.003559 8,300.00 -0.006006 2,650.00 0.009479 10,650.00 0.004706 925.30 -0.010364 1,150.00 0.000000 9,150.00 -0.005450 198 Oct 21, 2010 3,588.01 0.002528 1,000.00 0.010050 56,150.00 -0.002668 8,200.00 -0.012121 2,650.00 0.000000 10,850.00 0.018605 925.30 0.000000 1,150.00 0.000000 9,000.00 -0.016529 199 Oct 22, 2010 3,597.75 0.002711 1,000.00 0.000000 56,150.00 0.000000 7,950.00 -0.030962 2,600.00 -0.019048 10,950.00 0.009174 925.30 0.000000 1,100.00 -0.044452 9,000.00 0.000000 200 Oct 25, 2010 3,643.49 0.012633 1,010.00 0.009950 57,300.00 0.020274 8,150.00 0.024846 2,650.00 0.019048 11,500.00 0.049008 925.30 0.000000 1,140.00 0.035718 8,900.00 -0.011173

201 Oct 26, 2010 3,654.10 0.002908 990.00 -0.020001 56,950.00 -0.006127 8,050.00 -0.012346 2,650.00 0.000000 11,500.00 0.000000 915.66 -0.010473 1,190.00 0.042925 9,050.00 0.016713 202 Oct 27, 2010 3,624.47 -0.008142 990.00 0.000000 56,800.00 -0.002637 8,100.00 0.006192 2,625.00 -0.009479 11,700.00 0.017242 915.66 0.000000 1,120.00 -0.060625 9,100.00 0.005510 203 Oct 28, 2010 3,638.83 0.003954 1,000.00 0.010050 56,450.00 -0.006181 8,300.00 0.024391 2,650.00 0.009479 11,650.00 -0.004283 915.66 0.000000 1,130.00 0.008889 9,250.00 0.016349 204 Oct 29, 2010 3,635.32 -0.000965 1,000.00 0.000000 57,000.00 0.009696 8,550.00 0.029676 2,675.00 0.009390 11,700.00 0.004283 906.02 -0.010584 1,130.00 0.000000 9,100.00 -0.016349 205 Nov 1, 2010 3,645.15 0.002700 990.00 -0.010050 57,450.00 0.007864 8,550.00 0.000000 2,775.00 0.036701 11,700.00 0.000000 877.11 -0.032429 1,120.00 -0.008889 8,650.00 -0.050715 206 Nov 2, 2010 3,625.49 -0.005408 990.00 0.000000 56,550.00 -0.015790 8,600.00 0.005831 2,750.00 -0.009050 11,650.00 -0.004283 867.47 -0.011051 1,150.00 0.026433 8,300.00 -0.041304 207 Nov 3, 2010 3,605.67 -0.005482 980.00 -0.010152 55,600.00 -0.016942 8,600.00 0.000000 2,750.00 0.000000 11,550.00 -0.008621 867.47 0.000000 1,210.00 0.050858 8,050.00 -0.030583 208 Nov 4, 2010 3,629.05 0.006463 980.00 0.000000 55,100.00 -0.009033 8,650.00 0.005797 2,875.00 0.044452 11,850.00 0.025642 857.83 -0.011175 1,240.00 0.024491 8,100.00 0.006192 209 Nov 5, 2010 3,655.30 0.007207 980.00 0.000000 56,700.00 0.028624 8,700.00 0.005764 2,950.00 0.025752 12,400.00 0.045369 867.47 0.011175 1,280.00 0.031749 7,850.00 -0.031351 210 Nov 8, 2010 3,699.26 0.011955 970.00 -0.010257 57,400.00 0.012270 8,750.00 0.005731 3,100.00 0.049597 12,750.00 0.027835 857.83 -0.011175 1,280.00 0.000000 8,150.00 0.037504 211 Nov 9, 2010 3,737.48 0.010279 970.00 0.000000 58,150.00 0.012982 8,850.00 0.011364 3,100.00 0.000000 12,500.00 -0.019803 848.19 -0.011301 1,280.00 0.000000 8,150.00 0.000000 212 Nov 10, 2010 3,756.97 0.005201 950.00 -0.020834 57,450.00 -0.012111 8,850.00 0.000000 3,125.00 0.008032 12,650.00 0.011929 886.75 0.044458 1,290.00 0.007782 8,450.00 0.036149 213 Nov 11, 2010 3,744.62 -0.003293 940.00 -0.010582 56,500.00 -0.016674 9,050.00 0.022347 3,125.00 0.000000 12,700.00 0.003945 906.02 0.021498 1,280.00 -0.007782 8,500.00 0.005900 214 Nov 12, 2010 3,665.85 -0.021260 910.00 -0.032435 56,800.00 0.005296 8,650.00 -0.045205 3,050.00 -0.024293 12,450.00 -0.019881 886.75 -0.021498 1,250.00 -0.023717 8,250.00 -0.029853 215 Nov 15, 2010 3,656.46 -0.002565 940.00 0.032435 56,250.00 -0.009730 8,900.00 0.028492 3,075.00 0.008163 12,300.00 -0.012121 896.38 0.010801 1,240.00 -0.008032 8,200.00 -0.006079 216 Nov 16, 2010 3,674.03 0.004794 940.00 0.000000 56,000.00 -0.004454 8,950.00 0.005602 3,100.00 0.008097 11,700.00 -0.050010 896.38 0.000000 1,260.00 0.016000 8,150.00 -0.006116 217 Nov 18, 2010 3,677.90 0.001053 940.00 0.000000 54,900.00 -0.019838 8,950.00 0.000000 3,100.00 0.000000 11,550.00 -0.012903 896.38 0.000000 1,200.00 -0.048790 8,400.00 0.030214 218 Nov 19, 2010 3,725.05 0.012738 930.00 -0.010695 55,300.00 0.007260 9,000.00 0.005571 3,200.00 0.031749 11,700.00 0.012903 896.38 0.000000 1,210.00 0.008299 8,300.00 -0.011976 219 Nov 22, 2010 3,741.23 0.004334 920.00 -0.010811 55,000.00 -0.005440 9,300.00 0.032790 3,200.00 0.000000 11,800.00 0.008511 906.02 0.010697 1,200.00 -0.008299 8,400.00 0.011976 220 Nov 23, 2010 3,678.19 -0.016994 930.00 0.010811 54,200.00 -0.014652 9,450.00 0.016000 3,225.00 0.007782 11,400.00 -0.034486 906.02 0.000000 1,150.00 -0.042560 8,300.00 -0.011976 221 Nov 24, 2010 3,658.78 -0.005291 910.00 -0.021740 53,750.00 -0.008337 9,500.00 0.005277 3,300.00 0.022990 11,300.00 -0.008811 896.38 -0.010697 1,130.00 -0.017544 8,150.00 -0.018238 222 Nov 25, 2010 3,702.01 0.011746 930.00 0.021740 55,450.00 0.031138 9,600.00 0.010471 3,450.00 0.044452 11,750.00 0.039051 906.02 0.010697 1,150.00 0.017544 8,150.00 0.000000 223 Nov 26, 2010 3,642.50 -0.016206 920.00 -0.010811 54,150.00 -0.023724 9,600.00 0.000000 3,475.00 0.007220 11,700.00 -0.004264 886.75 -0.021498 1,130.00 -0.017544 8,000.00 -0.018576 224 Nov 29, 2010 3,630.64 -0.003261 910.00 -0.010929 54,350.00 0.003687 9,550.00 -0.005222 3,325.00 -0.044125 11,600.00 -0.008584 896.38 0.010801 1,140.00 0.008811 8,050.00 0.006231 225 Nov 30, 2010 3,531.21 -0.027768 890.00 -0.022223 51,900.00 -0.046126 9,600.00 0.005222 3,500.00 0.051293 11,350.00 -0.021787 877.11 -0.021732 1,160.00 0.017392 7,950.00 -0.012500 226 Dec 1, 2010 3,619.09 0.024582 910.00 0.022223 52,450.00 0.010542 9,300.00 -0.031749 3,500.00 0.000000 11,700.00 0.030371 896.38 0.021732 1,140.00 -0.017392 8,150.00 0.024846 227 Dec 2, 2010 3,694.58 0.020644 900.00 -0.011050 54,050.00 0.030049 9,300.00 0.000000 3,575.00 0.021202 12,000.00 0.025318 906.02 0.010697 1,070.00 -0.063370 8,250.00 0.012195 228 Dec 3, 2010 3,696.26 0.000455 840.00 -0.068993 52,750.00 -0.024346 9,450.00 0.016000 3,675.00 0.027588 11,950.00 -0.004175 896.38 -0.010697 1,070.00 0.000000 8,100.00 -0.018349 229 Dec 6, 2010 3,722.35 0.007034 820.00 -0.024098 52,900.00 0.002840 9,550.00 0.010526 3,725.00 0.013514 12,100.00 0.012474 906.02 0.010697 1,100.00 0.027652 8,050.00 -0.006192 230 Dec 8, 2010 3,769.99 0.012717 820.00 0.000000 54,550.00 0.030714 2,000.00 -1.563394 3,700.00 -0.006734 11,950.00 -0.012474 906.02 0.000000 1,130.00 0.026907 8,000.00 -0.006231 231 Dec 9, 2010 3,786.10 0.004264 890.00 0.081917 54,550.00 0.000000 2,050.00 0.024693 3,775.00 0.020068 12,250.00 0.024795 896.38 -0.010697 1,160.00 0.026202 8,000.00 0.000000 232 Dec 10, 2010 3,747.71 -0.010191 880.00 -0.011300 53,900.00 -0.011987 2,025.00 -0.012270 3,775.00 0.000000 12,200.00 -0.004090 877.11 -0.021732 1,140.00 -0.017392 7,850.00 -0.018928 233 Dec 13, 2010 3,692.23 -0.014914 860.00 -0.022990 53,000.00 -0.016839 2,000.00 -0.012423 3,625.00 -0.040546 12,000.00 -0.016529 877.11 0.000000 1,140.00 0.000000 7,800.00 -0.006390 234 Dec 14, 2010 3,689.67 -0.000694 980.00 0.130620 52,800.00 -0.003781 2,025.00 0.012423 3,525.00 -0.027974 12,050.00 0.004158 877.11 0.000000 1,130.00 -0.008811 7,800.00 0.000000 235 Dec 15, 2010 3,658.31 -0.008536 920.00 -0.063179 52,800.00 0.000000 1,980.00 -0.022473 3,350.00 -0.050920 12,000.00 -0.004158 867.47 -0.011051 1,140.00 0.008811 7,800.00 0.000000 236 Dec 16, 2010 3,571.74 -0.023948 900.00 -0.021979 49,900.00 -0.056490 1,900.00 -0.041243 3,100.00 -0.077558 11,600.00 -0.033902 867.47 0.000000 1,110.00 -0.026668 7,750.00 -0.006431 237 Dec 17, 2010 3,581.56 0.002746 910.00 0.011050 50,300.00 0.007984 1,770.00 -0.070874 3,025.00 -0.024491 11,100.00 -0.044060 867.47 0.000000 1,120.00 0.008969 7,850.00 0.012821 238 Dec 20, 2010 3,568.81 -0.003566 870.00 -0.044951 51,250.00 0.018711 1,670.00 -0.058156 3,125.00 0.032523 11,450.00 0.031045 857.83 -0.011175 1,060.00 -0.055060 7,850.00 0.000000 239 Dec 21, 2010 3,637.45 0.019051 890.00 0.022728 52,450.00 0.023145 1,730.00 0.035298 3,225.00 0.031499 11,700.00 0.021599 867.47 0.011175 1,090.00 0.027909 8,000.00 0.018928 240 Dec 22, 2010 3,620.68 -0.004621 860.00 -0.034289 52,400.00 -0.000954 1,680.00 -0.029328 3,200.00 -0.007782 11,850.00 0.012739 857.83 -0.011175 1,130.00 0.036040 7,900.00 -0.012579 241 Dec 23, 2010 3,611.53 -0.002530 860.00 0.000000 52,550.00 0.002859 1,670.00 -0.005970 3,150.00 -0.015748 11,850.00 0.000000 857.83 0.000000 1,140.00 0.008811 7,900.00 0.000000 242 Dec 27, 2010 3,625.27 0.003797 880.00 0.022990 53,500.00 0.017917 1,780.00 0.063790 3,125.00 -0.007968 12,000.00 0.012579 848.19 -0.011301 1,130.00 -0.008811 8,000.00 0.012579 243 Dec 28, 2010 3,659.99 0.009532 880.00 0.000000 53,450.00 -0.000935 1,950.00 0.091216 3,125.00 0.000000 12,350.00 0.028749 857.83 0.011301 1,080.00 -0.045257 8,000.00 0.000000 244 Dec 29, 2010 3,699.22 0.010662 910.00 0.033523 54,000.00 0.010237 1,880.00 -0.036558 3,200.00 0.023717 12,500.00 0.012073 867.47 0.011175 1,090.00 0.009217 8,000.00 0.000000 245 Dec 30, 2010 3,703.51 0.001159 910.00 0.000000 54,550.00 0.010134 1,840.00 -0.021506 3,250.00 0.015504 12,850.00 0.027615 867.47 0.000000 1,090.00 0.000000 7,950.00 -0.006270 246 Jan 3, 2011 3,727.52 0.006462 920.00 0.010929 54,400.00 -0.002754 1,790.00 -0.027550 3,325.00 0.022815 12,700.00 -0.011742 857.83 -0.011175 1,080.00 -0.009217 8,000.00 0.006270 247 Jan 4, 2011 3,760.06 0.008692 900.00 -0.021979 52,500.00 -0.035551 1,760.00 -0.016902 3,300.00 -0.007547 12,600.00 -0.007905 857.83 0.000000 1,050.00 -0.028171 7,900.00 -0.012579 248 Jan 5, 2011 3,783.71 0.006270 880.00 -0.022473 52,050.00 -0.008608 1,790.00 0.016902 3,325.00 0.007547 12,550.00 -0.003976 857.83 0.000000 1,050.00 0.000000 8,000.00 0.012579 249 Jan 6, 2011 3,736.26 -0.012620 870.00 -0.011429 51,000.00 -0.020379 1,810.00 0.011111 3,250.00 -0.022815 12,300.00 -0.020121 857.83 0.000000 1,070.00 0.018868 7,700.00 -0.038221 250 Jan 7, 2011 3,631.45 -0.028453 850.00 -0.023257 49,000.00 -0.040005 1,790.00 -0.011111 3,150.00 -0.031253 12,000.00 -0.024693 848.19 -0.011301 1,040.00 -0.028438 7,350.00 -0.046520

No Tanggal IHSG XIHSG ADHI YADHI ASII YASII CPIN YCPIN KLBF YKLBF LSIP YLSIP PWON YPWON SMRA YSMRA TLKM YTLKM

252 Jan 11, 2011 3,455.13 -0.006755 800.00 -0.036814 47,400.00 -0.003160 1,670.00 -0.035298 2,775.00 -0.061154 11,550.00 0.004338 819.28 -0.011698 1,000.00 0.000000 7,200.00 0.000000 253 Jan 12, 2011 3,554.77 0.028430 840.00 0.048790 48,400.00 0.020878 1,730.00 0.035298 3,100.00 0.110751 12,050.00 0.042379 828.92 0.011698 1,000.00 0.000000 7,500.00 0.040822 254 Jan 13, 2011 3,564.94 0.002857 900.00 0.068993 48,000.00 -0.008299 1,730.00 0.000000 2,975.00 -0.041158 12,050.00 0.000000 819.28 -0.011698 1,000.00 0.000000 7,350.00 -0.020203 255 Jan 14, 2011 3,569.14 0.001177 900.00 0.000000 48,000.00 0.000000 1,730.00 0.000000 3,050.00 0.024898 12,350.00 0.024591 828.92 0.011698 1,010.00 0.009950 7,500.00 0.020203 256 Jan 17, 2011 3,535.73 -0.009405 900.00 0.000000 47,450.00 -0.011524 1,700.00 -0.017493 2,950.00 -0.033336 12,050.00 -0.024591 828.92 0.000000 1,000.00 -0.009950 7,600.00 0.013245 257 Jan 18, 2011 3,548.65 0.003647 880.00 -0.022473 47,000.00 -0.009529 1,680.00 -0.011834 2,975.00 0.008439 12,000.00 -0.004158 828.92 0.000000 1,000.00 0.000000 7,800.00 0.025975 258 Jan 19, 2011 3,517.27 -0.008882 870.00 -0.011429 49,000.00 0.041673 1,670.00 -0.005970 2,925.00 -0.016950 12,150.00 0.012423 828.92 0.000000 1,000.00 0.000000 7,800.00 0.000000 259 Jan 20, 2011 3,454.12 -0.018117 840.00 -0.035091 47,800.00 -0.024795 1,640.00 -0.018127 2,875.00 -0.017242 11,700.00 -0.037740 828.92 0.000000 1,000.00 0.000000 7,550.00 -0.032576 260 Jan 21, 2011 3,379.54 -0.021828 810.00 -0.036368 47,150.00 -0.013692 1,540.00 -0.062914 2,750.00 -0.044452 11,300.00 -0.034786 819.28 -0.011698 940.00 -0.061875 7,550.00 0.000000 261 Jan 24, 2011 3,346.06 -0.009956 810.00 0.000000 46,800.00 -0.007451 1,430.00 -0.074108 2,650.00 -0.037041 11,200.00 -0.008889 828.92 0.011698 870.00 -0.077387 7,700.00 0.019673 262 Jan 25, 2011 3,433.91 0.025916 820.00 0.012270 49,200.00 0.050010 1,460.00 0.020762 2,775.00 0.046091 12,000.00 0.068993 857.83 0.034282 910.00 0.044951 7,650.00 -0.006515 263 Jan 26, 2011 3,501.72 0.019555 810.00 -0.012270 50,400.00 0.024098 1,520.00 0.040274 3,000.00 0.077962 11,950.00 -0.004175 867.47 0.011175 930.00 0.021740 7,750.00 0.012987 264 Jan 27, 2011 3,514.62 0.003677 810.00 0.000000 51,200.00 0.015748 1,540.00 0.013072 2,900.00 -0.033902 12,000.00 0.004175 867.47 0.000000 930.00 0.000000 7,650.00 -0.012987 265 Jan 28, 2011 3,487.61 -0.007715 810.00 0.000000 51,350.00 0.002925 1,530.00 -0.006515 2,900.00 0.000000 11,700.00 -0.025318 857.83 -0.011175 890.00 -0.043963 7,750.00 0.012987 266 Jan 31, 2011 3,409.17 -0.022748 790.00 -0.025001 48,900.00 -0.048888 1,490.00 -0.026492 2,825.00 -0.026202 11,800.00 0.008511 838.56 -0.022720 870.00 -0.022728 7,550.00 -0.026145 267 Feb 1, 2011 3,442.50 0.009729 790.00 0.000000 48,600.00 -0.006154 1,650.00 0.101999 2,875.00 0.017544 11,700.00 -0.008511 848.19 0.011419 870.00 0.000000 7,550.00 0.000000 268 Feb 2, 2011 3,480.83 0.011073 780.00 -0.012739 48,350.00 -0.005157 1,630.00 -0.012195 2,900.00 0.008658 11,800.00 0.008511 867.47 0.022476 870.00 0.000000 7,650.00 0.013158 269 Feb 4, 2011 3,496.17 0.004397 790.00 0.012739 48,700.00 0.007213 1,700.00 0.042048 2,900.00 0.000000 11,800.00 0.000000 867.47 0.000000 870.00 0.000000 7,750.00 0.012987 270 Feb 7, 2011 3,487.71 -0.002423 780.00 -0.012739 49,500.00 0.016294 1,690.00 -0.005900 2,900.00 0.000000 11,400.00 -0.034486 848.19 -0.022476 850.00 -0.023257 7,700.00 -0.006473 271 Feb 8, 2011 3,459.93 -0.007997 790.00 0.012739 48,850.00 -0.013218 1,640.00 -0.030032 2,900.00 0.000000 11,400.00 0.000000 838.56 -0.011419 890.00 0.045985 7,700.00 0.000000 272 Feb 9, 2011 3,417.47 -0.012348 780.00 -0.012739 48,250.00 -0.012359 1,570.00 -0.043621 2,850.00 -0.017392 11,150.00 -0.022174 819.28 -0.023260 870.00 -0.022728 7,800.00 0.012903 273 Feb 10, 2011 3,373.64 -0.012908 780.00 0.000000 48,250.00 0.000000 1,500.00 -0.045611 2,725.00 -0.044851 10,950.00 -0.018100 819.28 0.000000 870.00 0.000000 7,650.00 -0.019418 274 Feb 11, 2011 3,391.77 0.005360 760.00 -0.025975 48,400.00 0.003104 1,530.00 0.019803 2,825.00 0.036040 10,900.00 -0.004577 819.28 0.000000 880.00 0.011429 7,600.00 -0.006557 275 Feb 14, 2011 3,416.77 0.007344 770.00 0.013072 49,550.00 0.023482 1,500.00 -0.019803 2,925.00 0.034786 11,100.00 0.018182 838.56 0.023260 920.00 0.044452 7,450.00 -0.019934 276 Feb 16, 2011 3,416.78 0.000003 770.00 0.000000 49,300.00 -0.005058 1,510.00 0.006645 2,850.00 -0.025975 10,900.00 -0.018182 838.56 0.000000 940.00 0.021506 7,450.00 0.000000 277 Feb 17, 2011 3,434.38 0.005138 760.00 -0.013072 51,000.00 0.033902 1,600.00 0.057894 2,850.00 0.000000 10,550.00 -0.032637 838.56 0.000000 940.00 0.000000 7,450.00 0.000000 278 Feb 18, 2011 3,501.50 0.019355 760.00 0.000000 53,000.00 0.038466 1,590.00 -0.006270 2,925.00 0.025975 10,950.00 0.037214 848.19 0.011419 1,000.00 0.061875 7,450.00 0.000000 279 Feb 21, 2011 3,497.64 -0.001103 800.00 0.051293 52,050.00 -0.018087 1,560.00 -0.019048 2,950.00 0.008511 11,000.00 0.004556 838.56 -0.011419 1,000.00 0.000000 7,600.00 0.019934 280 Feb 22, 2011 3,451.10 -0.013395 810.00 0.012423 51,650.00 -0.007715 1,530.00 -0.019418 2,850.00 -0.034486 10,900.00 -0.009132 819.28 -0.023260 1,010.00 0.009950 7,450.00 -0.019934 281 Feb 23, 2011 3,474.12 0.006648 850.00 0.048202 51,900.00 0.004829 1,550.00 0.012987 2,925.00 0.025975 10,800.00 -0.009217 819.28 0.000000 1,020.00 0.009852 7,450.00 0.000000 282 Feb 24, 2011 3,439.13 -0.010123 820.00 -0.035932 51,400.00 -0.009681 1,500.00 -0.032790 2,900.00 -0.008584 10,500.00 -0.028171 819.28 0.000000 1,000.00 -0.019803 7,350.00 -0.013514 283 Feb 25, 2011 3,443.53 0.001279 840.00 0.024098 51,550.00 0.002914 1,500.00 0.000000 2,875.00 -0.008658 2,150.00 -1.585907 828.92 0.011698 990.00 -0.010050 7,450.00 0.013514 284 Feb 28, 2011 3,470.35 0.007758 830.00 -0.011976 52,050.00 0.009653 1,520.00 0.013245 2,925.00 0.017242 2,150.00 0.000000 828.92 0.000000 1,000.00 0.010050 7,450.00 0.000000 285 Mar 1, 2011 3,512.62 0.012107 830.00 0.000000 54,000.00 0.036779 1,500.00 -0.013245 2,925.00 0.000000 2,225.00 0.034289 838.56 0.011562 1,000.00 0.000000 7,500.00 0.006689 286 Mar 2, 2011 3,486.20 -0.007550 800.00 -0.036814 54,000.00 0.000000 1,490.00 -0.006689 2,950.00 0.008511 2,250.00 0.011173 828.92 -0.011562 1,000.00 0.000000 7,350.00 -0.020203 287 Mar 3, 2011 3,494.54 0.002389 790.00 -0.012579 54,550.00 0.010134 1,490.00 0.000000 2,950.00 0.000000 2,275.00 0.011050 819.28 -0.011698 980.00 -0.020203 7,350.00 0.000000 288 Mar 4, 2011 3,542.90 0.013744 790.00 0.000000 54,900.00 0.006396 1,500.00 0.006689 2,925.00 -0.008511 2,350.00 0.032435 838.56 0.023260 990.00 0.010152 7,300.00 -0.006826 289 Mar 7, 2011 3,561.72 0.005298 790.00 0.000000 54,900.00 0.000000 1,500.00 0.000000 2,900.00 -0.008584 2,375.00 0.010582 838.56 0.000000 1,000.00 0.010050 7,350.00 0.006826 290 Mar 8, 2011 3,580.31 0.005206 790.00 0.000000 55,200.00 0.005450 1,560.00 0.039221 2,925.00 0.008584 2,400.00 0.010471 848.19 0.011419 1,030.00 0.029559 7,300.00 -0.006826 291 Mar 9, 2011 3,598.68 0.005118 800.00 0.012579 56,450.00 0.022392 1,640.00 0.050010 3,000.00 0.025318 2,350.00 -0.021053 838.56 -0.011419 1,040.00 0.009662 7,450.00 0.020340 292 Mar 10, 2011 3,587.65 -0.003070 790.00 -0.012579 56,300.00 -0.002661 1,620.00 -0.012270 3,050.00 0.016529 2,375.00 0.010582 828.92 -0.011562 1,030.00 -0.009662 7,400.00 -0.006734 293 Mar 11, 2011 3,542.23 -0.012741 790.00 0.000000 54,400.00 -0.034330 1,600.00 -0.012423 3,100.00 0.016261 2,275.00 -0.043017 819.28 -0.011698 1,010.00 -0.019608 7,300.00 -0.013606 294 Mar 14, 2011 3,569.84 0.007764 800.00 0.012579 55,350.00 0.017313 1,650.00 0.030772 3,125.00 0.008032 2,275.00 0.000000 838.56 0.023260 1,000.00 -0.009950 7,350.00 0.006826 295 Mar 15, 2011 3,524.48 -0.012788 790.00 -0.012579 54,900.00 -0.008163 1,630.00 -0.012195 3,000.00 -0.040822 2,200.00 -0.033523 828.92 -0.011562 990.00 -0.010050 7,150.00 -0.027588 296 Mar 16, 2011 3,531.48 0.001984 790.00 0.000000 54,300.00 -0.010989 1,760.00 0.076734 3,050.00 0.016529 2,300.00 0.044452 838.56 0.011562 1,000.00 0.010050 7,050.00 -0.014085 297 Mar 17, 2011 3,484.21 -0.013476 770.00 -0.025642 53,500.00 -0.014843 1,800.00 0.022473 2,975.00 -0.024898 2,225.00 -0.033152 819.28 -0.023260 990.00 -0.010050 6,800.00 -0.036105 298 Mar 18, 2011 3,494.07 0.002826 770.00 0.000000 54,000.00 0.009302 1,720.00 -0.045462 2,950.00 -0.008439 2,225.00 0.000000 848.19 0.034679 980.00 -0.010152 6,700.00 -0.014815 299 Mar 21, 2011 3,518.85 0.007067 780.00 0.012903 55,150.00 0.021073 1,790.00 0.039891 2,950.00 0.000000 2,225.00 0.000000 848.19 0.000000 990.00 0.010152 6,750.00 0.007435 300 Mar 22, 2011 3,517.72 -0.000321 780.00 0.000000 55,050.00 -0.001815 1,810.00 0.011111 3,000.00 0.016807 2,200.00 -0.011300 848.19 0.000000 1,010.00 0.020001 6,600.00 -0.022473 301 Mar 24, 2011 3,611.64 0.026349 790.00 0.012739 56,800.00 0.031294 1,880.00 0.037945 3,100.00 0.032790 2,300.00 0.044452 848.19 0.000000 1,060.00 0.048319 7,150.00 0.080043 302 Mar 25, 2011 3,607.11 -0.001255 820.00 0.037271 57,900.00 0.019181 1,900.00 0.010582 3,125.00 0.008032 2,275.00 -0.010929 857.83 0.011301 1,080.00 0.018692 7,150.00 0.000000

303 Mar 28, 2011 3,602.86 -0.001179 830.00 0.012121 56,900.00 -0.017422 1,900.00 0.000000 3,075.00 -0.016129 2,300.00 0.010929 848.19 -0.011301 1,090.00 0.009217 7,100.00 -0.007018 304 Mar 29, 2011 3,591.51 -0.003155 840.00 0.011976 54,700.00 -0.039432 1,910.00 0.005249 3,175.00 0.032003 2,275.00 -0.010929 848.19 0.000000 1,080.00 -0.009217 7,000.00 -0.014185 305 Mar 30, 2011 3,640.98 0.013680 830.00 -0.011976 56,250.00 0.027942 1,960.00 0.025841 3,200.00 0.007843 2,350.00 0.032435 848.19 0.000000 1,110.00 0.027399 7,200.00 0.028171 306 Mar 31, 2011 3,678.67 0.010298 840.00 0.011976 57,000.00 0.013245 2,025.00 0.032625 3,400.00 0.060625 2,275.00 -0.032435 857.83 0.011301 1,160.00 0.044060 7,350.00 0.020619 307 Apr 1, 2011 3,707.49 0.007804 840.00 0.000000 57,900.00 0.015666 2,025.00 0.000000 3,475.00 0.021819 2,350.00 0.032435 848.19 -0.011301 1,120.00 -0.035091 7,300.00 -0.006826 308 Apr 4, 2011 3,700.05 -0.002009 840.00 0.000000 56,450.00 -0.025362 2,000.00 -0.012423 3,500.00 0.007168 2,325.00 -0.010695 848.19 0.000000 1,130.00 0.008889 7,300.00 0.000000 309 Apr 5, 2011 3,685.94 -0.003821 840.00 0.000000 56,650.00 0.003537 1,980.00 -0.010050 3,450.00 -0.014389 2,350.00 0.010695 848.19 0.000000 1,120.00 -0.008889 7,250.00 -0.006873 310 Apr 6, 2011 3,727.80 0.011293 840.00 0.000000 58,100.00 0.025274 1,940.00 -0.020409 3,475.00 0.007220 2,350.00 0.000000 848.19 0.000000 1,160.00 0.035091 7,250.00 0.000000 311 Apr 7, 2011 3,730.58 0.000745 880.00 0.046520 57,600.00 -0.008643 1,930.00 -0.005168 3,550.00 0.021353 2,375.00 0.010582 848.19 0.000000 1,130.00 -0.026202 7,100.00 -0.020907 312 Apr 8, 2011 3,741.81 0.003006 880.00 0.000000 56,750.00 -0.014867 1,970.00 0.020514 3,725.00 0.048119 2,350.00 -0.010582 848.19 0.000000 1,120.00 -0.008889 7,000.00 -0.014185 313 Apr 11, 2011 3,745.84 0.001076 860.00 -0.022990 56,800.00 0.000881 1,980.00 0.005063 3,675.00 -0.013514 2,425.00 0.031416 848.19 0.000000 1,130.00 0.008889 7,100.00 0.014185 314 Apr 12, 2011 3,719.23 -0.007129 860.00 0.000000 56,150.00 -0.011510 1,960.00 -0.010152 3,650.00 -0.006826 2,350.00 -0.031416 838.56 -0.011419 1,130.00 0.000000 7,100.00 0.000000 315 Apr 13, 2011 3,734.41 0.004073 860.00 0.000000 56,100.00 -0.000891 1,960.00 0.000000 3,675.00 0.006826 2,400.00 0.021053 838.56 0.000000 1,150.00 0.017544 7,000.00 -0.014185 316 Apr 14, 2011 3,707.98 -0.007103 850.00 -0.011696 54,850.00 -0.022534 1,930.00 -0.015424 3,625.00 -0.013699 2,400.00 0.000000 828.92 -0.011562 1,160.00 0.008658 7,200.00 0.028171 317 Apr 15, 2011 3,730.51 0.006058 850.00 0.000000 55,100.00 0.004548 1,910.00 -0.010417 3,675.00 0.013699 2,400.00 0.000000 838.56 0.011562 1,180.00 0.017094 7,250.00 0.006920 318 Apr 18, 2011 3,727.07 -0.000923 850.00 0.000000 54,400.00 -0.012786 1,950.00 0.020726 3,675.00 0.000000 2,400.00 0.000000 838.56 0.000000 1,180.00 0.000000 7,350.00 0.013699 319 Apr 19, 2011 3,732.65 0.001496 860.00 0.011696 53,650.00 -0.013883 1,940.00 -0.005141 3,675.00 0.000000 2,425.00 0.010363 828.92 -0.011562 1,140.00 -0.034486 7,650.00 0.040005 320 Apr 20, 2011 3,794.76 0.016503 880.00 0.022990 55,150.00 0.027575 1,940.00 0.000000 3,625.00 -0.013699 2,425.00 0.000000 838.56 0.011562 1,200.00 0.051293 7,800.00 0.019418 321 Apr 21, 2011 3,801.08 0.001664 870.00 -0.011429 55,800.00 0.011717 1,930.00 -0.005168 3,575.00 -0.013889 2,425.00 0.000000 838.56 0.000000 1,200.00 0.000000 7,750.00 -0.006431 322 Apr 25, 2011 3,788.54 -0.003305 850.00 -0.023257 54,900.00 -0.016261 1,930.00 0.000000 3,675.00 0.027588 2,375.00 -0.020834 838.56 0.000000 1,160.00 -0.033902 7,550.00 -0.026145 323 Apr 26, 2011 3,774.87 -0.003615 850.00 0.000000 54,100.00 -0.014679 1,930.00 0.000000 3,600.00 -0.020619 2,375.00 0.000000 838.56 0.000000 1,180.00 0.017094 7,450.00 -0.013334 324 Apr 27, 2011 3,804.93 0.007932 860.00 0.011696 55,150.00 0.019223 1,940.00 0.005168 3,575.00 -0.006969 2,400.00 0.010471 838.56 0.000000 1,220.00 0.033336 7,700.00 0.033006 325 Apr 28, 2011 3,808.93 0.001051 850.00 -0.011696 55,600.00 0.008126 1,950.00 0.005141 3,575.00 0.000000 2,375.00 -0.010471 828.92 -0.011562 1,240.00 0.016261 7,650.00 -0.006515 326 Apr 29, 2011 3,819.62 0.002803 820.00 -0.035932 56,150.00 0.009843 1,930.00 -0.010309 3,575.00 0.000000 2,450.00 0.031091 838.56 0.011562 1,260.00 0.016000 7,700.00 0.006515 327 May 2, 2011 3,849.30 0.007740 810.00 -0.012270 56,650.00 0.008865 1,940.00 0.005168 3,600.00 0.006969 2,525.00 0.030153 838.56 0.000000 1,260.00 0.000000 7,750.00 0.006473 328 May 3, 2011 3,813.87 -0.009247 810.00 0.000000 56,150.00 -0.008865 1,880.00 -0.031416 3,600.00 0.000000 2,475.00 -0.020001 838.56 0.000000 1,220.00 -0.032261 7,700.00 -0.006473 329 May 4, 2011 3,814.93 0.000278 820.00 0.012270 56,400.00 0.004442 1,860.00 -0.010695 3,525.00 -0.021053 2,475.00 0.000000 838.56 0.000000 1,210.00 -0.008230 7,650.00 -0.006515 330 May 5, 2011 3,816.27 0.000351 810.00 -0.012270 56,250.00 -0.002663 1,850.00 -0.005391 3,575.00 0.014085 2,475.00 0.000000 838.56 0.000000 1,200.00 -0.008299 7,500.00 -0.019803 331 May 6, 2011 3,798.55 -0.004654 810.00 0.000000 56,500.00 0.004435 1,870.00 0.010753 3,475.00 -0.028371 2,425.00 -0.020409 819.28 -0.023260 1,160.00 -0.033902 7,550.00 0.006645 332 May 9, 2011 3,785.45 -0.003455 820.00 0.012270 56,400.00 -0.001771 1,910.00 0.021165 3,450.00 -0.007220 2,400.00 -0.010363 828.92 0.011698 1,130.00 -0.026202 7,550.00 0.000000 333 May 10, 2011 3,800.52 0.003973 810.00 -0.012270 56,950.00 0.009705 1,890.00 -0.010526 3,450.00 0.000000 2,400.00 0.000000 838.56 0.011562 1,110.00 -0.017858 7,550.00 0.000000 334 May 11, 2011 3,838.14 0.009850 810.00 0.000000 59,250.00 0.039592 1,910.00 0.010526 3,475.00 0.007220 2,450.00 0.020619 838.56 0.000000 1,110.00 0.000000 7,600.00 0.006601 335 May 12, 2011 3,808.71 -0.007697 800.00 -0.012423 58,150.00 -0.018740 1,890.00 -0.010526 3,425.00 -0.014493 2,400.00 -0.020619 838.56 0.000000 1,120.00 0.008969 7,700.00 0.013072 336 May 13, 2011 3,832.02 0.006102 800.00 0.000000 58,500.00 0.006001 1,910.00 0.010526 3,425.00 0.000000 2,425.00 0.010363 848.19 0.011419 1,130.00 0.008889 7,700.00 0.000000 337 May 16, 2011 3,799.23 -0.008594 790.00 -0.012579 59,050.00 0.009358 1,910.00 0.000000 3,500.00 0.021661 2,375.00 -0.020834 838.56 -0.011419 1,120.00 -0.008889 7,700.00 0.000000 338 May 18, 2011 3,840.21 0.010729 790.00 0.000000 59,700.00 0.010947 1,930.00 0.010417 3,550.00 0.014185 2,400.00 0.010471 857.83 0.022720 1,120.00 0.000000 7,750.00 0.006473 339 May 19, 2011 3,859.81 0.005091 800.00 0.012579 61,100.00 0.023180 1,940.00 0.005168 3,500.00 -0.014185 2,375.00 -0.010471 896.38 0.043958 1,120.00 0.000000 7,600.00 -0.019545 340 May 20, 2011 3,872.95 0.003399 790.00 -0.012579 62,000.00 0.014623 1,930.00 -0.005168 3,500.00 0.000000 2,400.00 0.010471 925.30 0.031754 1,120.00 0.000000 7,650.00 0.006557 341 May 23, 2011 3,778.45 -0.024703 750.00 -0.051960 59,200.00 -0.046213 1,830.00 -0.053204 3,325.00 -0.051293 2,350.00 -0.021053 906.02 -0.021057 1,090.00 -0.027151 7,550.00 -0.013158 342 May 24, 2011 3,785.94 0.001980 750.00 0.000000 58,100.00 -0.018756 1,870.00 0.021622 3,375.00 0.014926 2,375.00 0.010582 925.30 0.021057 1,090.00 0.000000 7,650.00 0.013158 343 May 25, 2011 3,780.16 -0.001528 750.00 0.000000 58,100.00 0.000000 1,870.00 0.000000 3,375.00 0.000000 2,375.00 0.000000 906.02 -0.021057 1,090.00 0.000000 7,700.00 0.006515 344 May 26, 2011 3,814.82 0.009127 760.00 0.013245 59,300.00 0.020444 1,900.00 0.015915 3,350.00 -0.007435 2,425.00 0.020834 906.02 0.000000 1,100.00 0.009132 7,700.00 0.000000 345 May 27, 2011 3,832.43 0.004606 760.00 0.000000 59,200.00 -0.001688 1,900.00 0.000000 3,425.00 0.022141 2,425.00 0.000000 915.66 0.010584 1,130.00 0.026907 7,700.00 0.000000 346 May 30, 2011 3,826.14 -0.001643 770.00 0.013072 59,050.00 -0.002537 1,890.00 -0.005277 3,375.00 -0.014706 2,400.00 -0.010363 906.02 -0.010584 1,130.00 0.000000 7,600.00 -0.013072 347 May 31, 2011 3,836.97 0.002827 780.00 0.012903 58,750.00 -0.005093 1,930.00 0.020943 3,575.00 0.057570 2,425.00 0.010363 963.86 0.061885 1,140.00 0.008811 7,700.00 0.013072 348 Jun 1, 2011 3,837.76 0.000206 770.00 -0.012903 59,100.00 0.005940 1,930.00 0.000000 3,450.00 -0.035591 2,400.00 -0.010363 1002.41 0.039216 1,150.00 0.008734 7,750.00 0.006473 349 Jun 3, 2011 3,844.02 0.001630 770.00 0.000000 58,950.00 -0.002541 1,940.00 0.005168 3,450.00 0.000000 2,425.00 0.010363 1002.41 0.000000 1,160.00 0.008658 7,650.00 -0.012987 350 Jun 6, 2011 3,834.20 -0.002558 770.00 0.000000 59,300.00 0.005920 1,930.00 -0.005168 3,425.00 -0.007273 2,425.00 0.000000 1031.32 0.028432 1,150.00 -0.008658 7,600.00 -0.006557 351 Jun 7, 2011 3,842.95 0.002279 760.00 -0.013072 59,600.00 0.005046 1,940.00 0.005168 3,425.00 0.000000 2,400.00 -0.010363 1031.32 0.000000 1,190.00 0.034191 7,500.00 -0.013245 352 Jun 8, 2011 3,825.82 -0.004467 770.00 0.013072 59,500.00 -0.001679 1,930.00 -0.005168 3,375.00 -0.014706 2,350.00 -0.021053 1012.05 -0.018862 1,160.00 -0.025533 7,500.00 0.000000

No Tanggal IHSG XIHSG ADHI YADHI ASII YASII CPIN YCPIN KLBF YKLBF LSIP YLSIP PWON YPWON SMRA YSMRA TLKM YTLKM

354 Jun 10, 2011 3,787.65 -0.004883 750.00 -0.013245 57,450.00 -0.023227 1,900.00 -0.010471 3,300.00 -0.022473 2,350.00 -0.010582 963.86 -0.029553 1,120.00 0.000000 7,450.00 0.000000 355 Jun 13, 2011 3,748.76 -0.010321 750.00 0.000000 56,400.00 -0.018446 1,870.00 -0.015915 3,250.00 -0.015267 2,325.00 -0.010695 934.94 -0.030464 1,110.00 -0.008969 7,450.00 0.000000 356 Jun 14, 2011 3,773.27 0.006517 760.00 0.013245 57,350.00 0.016704 1,880.00 0.005333 3,275.00 0.007663 2,350.00 0.010695 906.02 -0.031421 1,130.00 0.017858 7,300.00 -0.020340 357 Jun 15, 2011 3,794.25 0.005545 770.00 0.013072 59,000.00 0.028365 1,900.00 0.010582 3,300.00 0.007605 2,375.00 0.010582 906.02 0.000000 1,140.00 0.008811 7,250.00 -0.006873 358 Jun 16, 2011 3,740.47 -0.014275 770.00 0.000000 58,150.00 -0.014512 1,880.00 -0.010582 3,325.00 0.007547 2,350.00 -0.010582 886.75 -0.021498 1,120.00 -0.017700 7,100.00 -0.020907 359 Jun 17, 2011 3,721.38 -0.005117 750.00 -0.026317 58,300.00 0.002576 1,870.00 -0.005333 3,250.00 -0.022815 2,275.00 -0.032435 877.11 -0.010931 1,120.00 0.000000 6,850.00 -0.035846 360 Jun 20, 2011 3,729.12 0.002078 750.00 0.000000 58,450.00 0.002570 1,860.00 -0.005362 3,300.00 0.015267 2,275.00 0.000000 896.38 0.021732 1,130.00 0.008889 6,950.00 0.014493 361 Jun 21, 2011 3,794.94 0.017496 780.00 0.039221 59,100.00 0.011059 1,910.00 0.026527 3,425.00 0.037179 2,300.00 0.010929 915.66 0.021281 1,180.00 0.043297 7,100.00 0.021353 362 Jun 22, 2011 3,821.83 0.007061 780.00 0.000000 60,000.00 0.015114 1,930.00 0.010417 3,425.00 0.000000 2,300.00 0.000000 915.66 0.000000 1,200.00 0.016807 7,150.00 0.007018 363 Jun 23, 2011 3,823.65 0.000476 780.00 0.000000 60,800.00 0.013245 1,910.00 -0.010417 3,400.00 -0.007326 2,275.00 -0.010929 915.66 0.000000 1,160.00 -0.033902 7,150.00 0.000000 364 Jun 24, 2011 3,848.56 0.006494 800.00 0.025318 61,900.00 0.017930 1,920.00 0.005222 3,450.00 0.014599 2,300.00 0.010929 925.30 0.010473 1,180.00 0.017094 7,250.00 0.013889 365 Jun 27, 2011 3,813.43 -0.009170 780.00 -0.025318 61,050.00 -0.013827 1,910.00 -0.005222 3,400.00 -0.014599 2,275.00 -0.010929 915.66 -0.010473 1,150.00 -0.025752 7,100.00 -0.020907 366 Jun 28, 2011 3,830.27 0.004406 790.00 0.012739 61,550.00 0.008157 1,960.00 0.025841 3,375.00 -0.007380 2,275.00 0.000000 925.30 0.010473 1,160.00 0.008658 7,250.00 0.020907 367 Jun 30, 2011 3,888.57 0.015106 800.00 0.012579 63,550.00 0.031977 1,990.00 0.015190 3,375.00 0.000000 2,325.00 0.021740 944.58 0.020622 1,140.00 -0.017392 7,350.00 0.013699 368 Jul 1, 2011 3,927.10 0.009860 820.00 0.024693 65,550.00 0.030986 2,025.00 0.017435 3,450.00 0.021979 2,325.00 0.000000 934.94 -0.010258 1,150.00 0.008734 7,200.00 -0.020619 369 Jul 4, 2011 3,953.52 0.006705 770.00 -0.062914 66,300.00 0.011377 2,100.00 0.036368 3,450.00 0.000000 2,325.00 0.000000 944.58 0.010258 1,150.00 0.000000 7,200.00 0.000000 370 Jul 5, 2011 3,924.13 -0.007462 770.00 0.000000 66,300.00 0.000000 2,125.00 0.011834 3,625.00 0.049480 2,325.00 0.000000 944.58 0.000000 1,140.00 -0.008734 7,150.00 -0.006969 371 Jul 6, 2011 3,908.96 -0.003873 760.00 -0.013072 65,100.00 -0.018265 2,275.00 0.068208 3,625.00 0.000000 2,300.00 -0.010811 934.94 -0.010258 1,140.00 0.000000 7,150.00 0.000000 372 Jul 7, 2011 3,939.47 0.007775 760.00 0.000000 65,850.00 0.011455 2,300.00 0.010929 3,625.00 0.000000 2,325.00 0.010811 934.94 0.000000 1,130.00 -0.008811 7,200.00 0.006969 373 Jul 8, 2011 4,003.69 0.016170 760.00 0.000000 67,800.00 0.029183 2,350.00 0.021506 3,625.00 0.000000 2,350.00 0.010695 944.58 0.010258 1,140.00 0.008811 7,050.00 -0.021053 374 Jul 11, 2011 3,995.59 -0.002025 750.00 -0.013245 68,000.00 0.002946 2,325.00 -0.010695 3,575.00 -0.013889 2,300.00 -0.021506 925.30 -0.020622 1,120.00 -0.017700 7,000.00 -0.007117 375 Jul 12, 2011 3,938.01 -0.014516 750.00 0.000000 67,050.00 -0.014069 2,250.00 -0.032790 3,525.00 -0.014085 2,300.00 0.000000 915.66 -0.010473 1,120.00 0.000000 7,050.00 0.007117 376 Jul 13, 2011 3,980.84 0.010817 750.00 0.000000 68,000.00 0.014069 2,425.00 0.074901 3,550.00 0.007067 2,325.00 0.010811 925.30 0.010473 1,120.00 0.000000 7,050.00 0.000000 377 Jul 14, 2011 3,997.64 0.004211 740.00 -0.013423 68,950.00 0.013874 2,425.00 0.000000 3,550.00 0.000000 2,300.00 -0.010811 925.30 0.000000 1,120.00 0.000000 7,150.00 0.014085 378 Jul 15, 2011 4,023.20 0.006373 740.00 0.000000 70,400.00 0.020812 2,425.00 0.000000 3,550.00 0.000000 2,325.00 0.010811 906.02 -0.021057 1,100.00 -0.018019 7,100.00 -0.007018 379 Jul 18, 2011 4,032.97 0.002425 750.00 0.013423 72,600.00 0.030772 2,500.00 0.030459 3,475.00 -0.021353 2,275.00 -0.021740 906.02 0.000000 1,100.00 0.000000 7,050.00 -0.007067 380 Jul 19, 2011 4,023.42 -0.002371 750.00 0.000000 71,500.00 -0.015267 2,475.00 -0.010050 3,450.00 -0.007220 2,275.00 0.000000 915.66 0.010584 1,090.00 -0.009132 7,100.00 0.007067 381 Jul 20, 2011 4,050.63 0.006740 750.00 0.000000 71,950.00 0.006274 2,500.00 0.010050 3,450.00 0.000000 2,350.00 0.032435 915.66 0.000000 1,160.00 0.062242 7,300.00 0.027780 382 Jul 21, 2011 4,068.07 0.004296 750.00 0.000000 71,250.00 -0.009777 2,525.00 0.009950 3,425.00 -0.007273 2,350.00 0.000000 915.66 0.000000 1,190.00 0.025533 7,400.00 0.013606 383 Jul 22, 2011 4,106.82 0.009480 750.00 0.000000 72,900.00 0.022894 2,700.00 0.067011 3,500.00 0.021661 2,375.00 0.010582 906.02 -0.010584 1,180.00 -0.008439 7,300.00 -0.013606 384 Jul 25, 2011 4,087.09 -0.004816 740.00 -0.013423 72,450.00 -0.006192 2,700.00 0.000000 3,500.00 0.000000 2,350.00 -0.010582 896.38 -0.010697 1,240.00 0.049597 7,300.00 0.000000 385 Jul 26, 2011 4,132.78 0.011117 740.00 0.000000 73,950.00 0.020493 2,800.00 0.036368 3,525.00 0.007117 2,375.00 0.010582 896.38 0.000000 1,230.00 -0.008097 7,350.00 0.006826 386 Jul 27, 2011 4,174.11 0.009951 730.00 -0.013606 75,000.00 0.014099 2,775.00 -0.008969 3,450.00 -0.021506 2,400.00 0.010471 906.02 0.010697 1,260.00 0.024098 7,300.00 -0.006826 387 Jul 28, 2011 4,145.83 -0.006798 720.00 -0.013793 71,750.00 -0.044300 2,775.00 0.000000 3,450.00 0.000000 2,425.00 0.010363 906.02 0.000000 1,320.00 0.046520 7,350.00 0.006826 388 Jul 29, 2011 4,130.80 -0.003632 710.00 -0.013986 70,500.00 -0.017575 2,725.00 -0.018182 3,475.00 0.007220 2,350.00 -0.031416 867.47 -0.043480 1,280.00 -0.030772 7,500.00 0.020203 389 Aug 1, 2011 4,193.44 0.015050 700.00 -0.014185 71,650.00 0.016180 2,700.00 -0.009217 3,525.00 0.014286 2,375.00 0.010582 877.11 0.011051 1,270.00 -0.007843 7,600.00 0.013245 390 Aug 2, 2011 4,177.85 -0.003725 680.00 -0.028988 71,200.00 -0.006300 2,525.00 -0.067011 3,475.00 -0.014286 2,400.00 0.010471 877.11 0.000000 1,270.00 0.000000 7,550.00 -0.006601 391 Aug 3, 2011 4,136.51 -0.009944 660.00 -0.029853 70,650.00 -0.007755 2,750.00 0.085360 3,400.00 -0.021819 2,400.00 0.000000 867.47 -0.011051 1,230.00 -0.032003 7,800.00 0.032576 392 Aug 4, 2011 4,122.09 -0.003492 650.00 -0.015267 70,400.00 -0.003545 2,850.00 0.035718 3,325.00 -0.022306 2,400.00 0.000000 867.47 0.000000 1,200.00 -0.024693 7,550.00 -0.032576 393 Aug 5, 2011 3,921.64 -0.049850 590.00 -0.096850 67,200.00 -0.046520 2,625.00 -0.082238 3,200.00 -0.038319 2,300.00 -0.042560 819.28 -0.057155 1,150.00 -0.042560 7,500.00 -0.006645 394 Aug 8, 2011 3,850.27 -0.018367 570.00 -0.034486 65,050.00 -0.032517 2,500.00 -0.048790 3,175.00 -0.007843 2,275.00 -0.010929 809.64 -0.011836 1,150.00 0.000000 7,200.00 -0.040822 395 Aug 9, 2011 3,735.12 -0.030363 520.00 -0.091808 64,100.00 -0.014712 2,475.00 -0.010050 2,975.00 -0.065064 2,275.00 0.000000 800.00 -0.011978 1,180.00 0.025752 7,100.00 -0.013986 396 Aug 10, 2011 3,863.58 0.033814 550.00 0.056089 67,800.00 0.056118 2,575.00 0.039609 3,325.00 0.111226 2,275.00 0.000000 828.92 0.035512 1,270.00 0.073502 7,350.00 0.034606 397 Aug 11, 2011 3,869.36 0.001495 560.00 0.018019 67,400.00 -0.005917 2,550.00 -0.009756 3,450.00 0.036905 2,300.00 0.010929 809.64 -0.023534 1,270.00 0.000000 7,300.00 -0.006826 398 Aug 12, 2011 3,890.53 0.005456 590.00 0.052186 67,150.00 -0.003716 2,600.00 0.019418 3,425.00 -0.007273 2,325.00 0.010811 819.28 0.011836 1,250.00 -0.015873 7,250.00 -0.006873 399 Aug 15, 2011 3,960.02 0.017704 630.00 0.065597 70,000.00 0.041566 2,725.00 0.046957 3,425.00 0.000000 2,375.00 0.021277 848.19 0.034679 1,270.00 0.015873 7,200.00 -0.006920 400 Aug 16, 2011 3,953.28 -0.001703 620.00 -0.016000 70,000.00 0.000000 2,700.00 -0.009217 3,350.00 -0.022141 2,375.00 0.000000 857.83 0.011301 1,290.00 0.015625 7,450.00 0.034133 401 Aug 18, 2011 4,020.99 0.016983 620.00 0.000000 72,750.00 0.038534 2,750.00 0.018349 3,525.00 0.050920 2,375.00 0.000000 857.83 0.000000 1,280.00 -0.007782 7,400.00 -0.006734 402 Aug 19, 2011 3,842.75 -0.045340 580.00 -0.066691 66,100.00 -0.095860 2,625.00 -0.046520 3,425.00 -0.028779 2,300.00 -0.032088 828.92 -0.034282 1,230.00 -0.039846 7,300.00 -0.013606 403 Aug 22, 2011 3,839.62 -0.000815 580.00 0.000000 67,750.00 0.024656 2,625.00 0.000000 3,400.00 -0.007326 2,400.00 0.042560 828.92 0.000000 1,200.00 -0.024693 7,300.00 0.000000 404 Aug 23, 2011 3,880.46 0.010580 580.00 0.000000 67,250.00 -0.007407 2,800.00 0.064539 3,450.00 0.014599 2,425.00 0.010363 857.83 0.034282 1,210.00 0.008299 7,250.00 -0.006873

405 Aug 24, 2011 3,847.02 -0.008655 580.00 0.000000 67,150.00 -0.001488 2,850.00 0.017700 3,400.00 -0.014599 2,350.00 -0.031416 838.56 -0.022720 1,210.00 0.000000 7,200.00 -0.006920 406 Aug 25, 2011 3,844.38 -0.000686 590.00 0.017094 67,400.00 0.003716 2,700.00 -0.054067 3,400.00 0.000000 2,400.00 0.021053 848.19 0.011419 1,200.00 -0.008299 7,250.00 0.006920 407 Aug 26, 2011 3,841.73 -0.000690 580.00 -0.017094 66,150.00 -0.018720 2,750.00 0.018349 3,475.00 0.021819 2,400.00 0.000000 848.19 0.000000 1,210.00 0.008299 7,550.00 0.040546 408 Sep 2, 2011 3,841.73 0.000000 580.00 0.000000 67,800.00 0.024637 2,725.00 -0.009132 3,450.00 -0.007220 2,350.00 -0.021053 857.83 0.011301 1,240.00 0.024491 7,650.00 0.013158 409 Sep 5, 2011 3,866.17 0.006342 580.00 0.000000 67,800.00 0.000000 2,700.00 -0.009217 3,450.00 0.000000 2,350.00 0.000000 857.83 0.000000 1,240.00 0.000000 7,900.00 0.032157 410 Sep 6, 2011 3,889.97 0.006137 570.00 -0.017392 68,500.00 0.010272 2,825.00 0.045257 3,525.00 0.021506 2,325.00 -0.010695 857.83 0.000000 1,260.00 0.016000 7,650.00 -0.032157 411 Sep 7, 2011 4,001.43 0.028250 590.00 0.034486 71,250.00 0.039361 2,950.00 0.043297 3,600.00 0.021053 2,325.00 0.000000 877.11 0.022226 1,290.00 0.023530 7,600.00 -0.006557 412 Sep 8, 2011 4,005.39 0.000989 600.00 0.016807 71,000.00 -0.003515 2,875.00 -0.025752 3,600.00 0.000000 2,325.00 0.000000 857.83 -0.022226 1,280.00 -0.007782 7,400.00 -0.026668 413 Sep 9, 2011 3,998.50 -0.001722 590.00 -0.016807 70,300.00 -0.009908 2,800.00 -0.026433 3,600.00 0.000000 2,300.00 -0.010811 857.83 0.000000 1,300.00 0.015504 7,350.00 -0.006780 414 Sep 12, 2011 3,896.12 -0.025938 570.00 -0.034486 69,400.00 -0.012885 2,750.00 -0.018019 3,625.00 0.006920 2,300.00 0.000000 838.56 -0.022720 1,280.00 -0.015504 7,350.00 0.000000 415 Sep 13, 2011 3,874.78 -0.005492 560.00 -0.017700 69,000.00 -0.005780 2,775.00 0.009050 3,625.00 0.000000 2,300.00 0.000000 848.19 0.011419 1,290.00 0.007782 7,500.00 0.020203 416 Sep 14, 2011 3,799.04 -0.019740 550.00 -0.018019 66,750.00 -0.033152 2,650.00 -0.046091 3,575.00 -0.013889 2,300.00 0.000000 809.64 -0.046515 1,280.00 -0.007782 7,350.00 -0.020203 417 Sep 15, 2011 3,774.33 -0.006526 590.00 0.070204 65,300.00 -0.021962 2,600.00 -0.019048 3,450.00 -0.035591 2,200.00 -0.044452 800.00 -0.011978 1,270.00 -0.007843 7,450.00 0.013514 418 Sep 16, 2011 3,835.18 0.015993 590.00 0.000000 65,900.00 0.009146 2,750.00 0.056089 3,550.00 0.028573 2,225.00 0.011300 828.92 0.035512 1,310.00 0.031010 7,450.00 0.000000 419 Sep 19, 2011 3,755.05 -0.021115 580.00 -0.017094 65,000.00 -0.013751 2,675.00 -0.027652 3,475.00 -0.021353 2,200.00 -0.011300 800.00 -0.035512 1,310.00 0.000000 7,550.00 0.013334 420 Sep 20, 2011 3,752.11 -0.000783 580.00 0.000000 65,400.00 0.006135 2,750.00 0.027652 3,450.00 -0.007220 2,150.00 -0.022990 800.00 0.000000 1,250.00 -0.046884 6,900.00 -0.090026 421 Sep 21, 2011 3,697.49 -0.014664 570.00 -0.017392 64,050.00 -0.020858 2,625.00 -0.046520 3,400.00 -0.014599 2,150.00 0.000000 800.00 0.000000 1,200.00 -0.040822 7,200.00 0.042560 422 Sep 22, 2011 3,369.14 -0.092997 510.00 -0.111226 58,000.00 -0.099221 2,200.00 -0.176624 2,825.00 -0.185267 1,920.00 -0.113143 761.44 -0.049400 1,080.00 -0.105361 7,200.00 0.000000 423 Sep 23, 2011 3,426.35 0.016838 495.00 -0.029853 58,850.00 0.014549 2,200.00 0.000000 2,900.00 0.026202 1,930.00 0.005195 761.44 0.000000 1,080.00 0.000000 7,250.00 0.006920 424 Sep 26, 2011 3,316.14 -0.032694 465.00 -0.062520 57,000.00 -0.031941 2,025.00 -0.082888 2,950.00 0.017094 1,760.00 -0.092206 722.89 -0.051954 970.00 -0.107420 7,350.00 0.013699 425 Sep 27, 2011 3,473.94 0.046488 500.00 0.072571 60,550.00 0.060418 2,425.00 0.180262 3,100.00 0.049597 1,910.00 0.081789 742.17 0.026321 1,030.00 0.060018 7,450.00 0.013514 426 Sep 28, 2011 3,513.17 0.011229 500.00 0.000000 62,200.00 0.026886 2,375.00 -0.020834 3,225.00 0.039531 1,930.00 0.010417 742.17 0.000000 1,030.00 0.000000 7,600.00 0.019934 427 Sep 29, 2011 3,537.18 0.006811 510.00 0.019803 64,050.00 0.029309 2,400.00 0.010471 3,275.00 0.015385 2,025.00 0.048050 732.53 -0.013074 1,010.00 -0.019608 7,400.00 -0.026668 428 Sep 30, 2011 3,549.03 0.003345 510.00 0.000000 63,650.00 -0.006265 2,400.00 0.000000 3,250.00 -0.007663 2,050.00 0.012270 751.81 0.025979 1,000.00 -0.009950 7,450.00 0.006734 429 Oct 3, 2011 3,348.71 -0.058099 480.00 -0.060625 58,950.00 -0.076710 2,175.00 -0.098440 3,050.00 -0.063513 1,820.00 -0.119003 713.25 -0.052652 920.00 -0.083382 7,700.00 0.033006 430 Oct 4, 2011 3,269.45 -0.023953 455.00 -0.053489 58,700.00 -0.004250 2,225.00 0.022728 3,100.00 0.016261 1,740.00 -0.044951 693.98 -0.027389 880.00 -0.044452 7,600.00 -0.013072 431 Oct 5, 2011 3,293.24 0.007250 460.00 0.010929 57,300.00 -0.024139 2,200.00 -0.011300 3,200.00 0.031749 1,760.00 0.011429 703.62 0.013795 890.00 0.011300 7,250.00 -0.047147 432 Oct 6, 2011 3,443.11 0.044503 490.00 0.063179 60,700.00 0.057643 2,400.00 0.087011 3,350.00 0.045810 1,850.00 0.049872 732.53 0.040266 970.00 0.086075 7,200.00 -0.006920 433 Oct 7, 2011 3,425.68 -0.005075 475.00 -0.031091 63,250.00 0.041151 2,300.00 -0.042560 3,325.00 -0.007491 1,830.00 -0.010870 771.08 0.051288 990.00 0.020409 7,300.00 0.013793 434 Oct 10, 2011 3,451.08 0.007387 485.00 0.020834 64,150.00 0.014129 2,375.00 0.032088 3,375.00 0.014926 1,890.00 0.032261 790.36 0.024696 1,000.00 0.010050 7,350.00 0.006826 435 Oct 11, 2011 3,531.75 0.023106 495.00 0.020409 65,900.00 0.026914 2,525.00 0.061244 3,400.00 0.007380 1,950.00 0.031253 809.64 0.024101 1,040.00 0.039221 7,250.00 -0.013699 436 Oct 12, 2011 3,635.93 0.029071 530.00 0.068319 65,950.00 0.000758 2,625.00 0.038840 3,475.00 0.021819 2,050.00 0.050010 809.64 0.000000 1,050.00 0.009569 7,100.00 -0.020907 437 Oct 13, 2011 3,675.38 0.010792 540.00 0.018692 67,900.00 0.029139 2,625.00 0.000000 3,450.00 -0.007220 2,050.00 0.000000 838.56 0.035096 1,110.00 0.055570 7,100.00 0.000000 438 Oct 14, 2011 3,664.68 -0.002916 540.00 0.000000 66,950.00 -0.014090 2,625.00 0.000000 3,375.00 -0.021979 2,025.00 -0.012270 828.92 -0.011562 1,140.00 0.026668 7,150.00 0.007018 439 Oct 17, 2011 3,729.01 0.017402 560.00 0.036368 69,000.00 0.030160 2,700.00 0.028171 3,400.00 0.007380 2,100.00 0.036368 838.56 0.011562 1,150.00 0.008734 7,200.00 0.006969 440 Oct 18, 2011 3,622.03 -0.029108 530.00 -0.055060 68,050.00 -0.013864 2,600.00 -0.037740 3,350.00 -0.014815 2,000.00 -0.048790 819.28 -0.023260 1,120.00 -0.026433 7,250.00 0.006920 441 Oct 19, 2011 3,685.31 0.017320 540.00 0.018692 69,300.00 0.018202 2,675.00 0.028438 3,450.00 0.029414 2,075.00 0.036814 828.92 0.011698 1,150.00 0.026433 7,250.00 0.000000 442 Oct 20, 2011 3,622.78 -0.017113 530.00 -0.018692 67,800.00 -0.021883 2,525.00 -0.057708 3,400.00 -0.014599 2,000.00 -0.036814 809.64 -0.023534 1,090.00 -0.053584 7,250.00 0.000000 443 Oct 21, 2011 3,620.66 -0.000585 520.00 -0.019048 66,100.00 -0.025393 2,550.00 0.009852 3,350.00 -0.014815 2,050.00 0.024693 819.28 0.011836 1,140.00 0.044851 7,350.00 0.013699 444 Oct 24, 2011 3,706.78 0.023507 510.00 -0.019418 68,050.00 0.029074 2,675.00 0.047856 3,475.00 0.036634 2,075.00 0.012121 828.92 0.011698 1,140.00 0.000000 7,400.00 0.006780 445 Oct 25, 2011 3,710.48 0.000998 520.00 0.019418 68,300.00 0.003667 2,700.00 0.009302 3,450.00 -0.007220 2,050.00 -0.012121 828.92 0.000000 1,130.00 -0.008811 7,500.00 0.013423 446 Oct 26, 2011 3,738.61 0.007553 530.00 0.019048 68,400.00 0.001463 2,725.00 0.009217 3,475.00 0.007220 2,125.00 0.035932 828.92 0.000000 1,140.00 0.008811 7,450.00 -0.006689 447 Oct 27, 2011 3,813.00 0.019702 540.00 0.018692 68,950.00 0.008009 2,800.00 0.027151 3,475.00 0.000000 2,200.00 0.034686 848.19 0.022981 1,140.00 0.000000 7,400.00 -0.006734 448 Oct 28, 2011 3,829.96 0.004438 540.00 0.000000 69,900.00 0.013684 2,775.00 -0.008969 3,525.00 0.014286 2,225.00 0.011300 848.19 0.000000 1,150.00 0.008734 7,400.00 0.000000 449 Oct 31, 2011 3,790.85 -0.010264 530.00 -0.018692 69,000.00 -0.012959 2,675.00 -0.036701 3,475.00 -0.014286 2,200.00 -0.011300 828.92 -0.022981 1,170.00 0.017242 7,550.00 0.020068 450 Nov 1, 2011 3,685.01 -0.028317 510.00 -0.038466 66,500.00 -0.036905 2,500.00 -0.067659 3,375.00 -0.029199 2,125.00 -0.034686 819.28 -0.011698 1,170.00 0.000000 7,500.00 -0.006645 451 Nov 2, 2011 3,763.03 0.020951 510.00 0.000000 69,000.00 0.036905 2,675.00 0.067659 3,425.00 0.014706 2,200.00 0.034686 877.11 0.068207 1,160.00 -0.008584 7,600.00 0.013245 452 Nov 3, 2011 3,705.81 -0.015323 490.00 -0.040005 67,300.00 -0.024946 2,625.00 -0.018868 3,375.00 -0.014706 2,125.00 -0.034686 867.47 -0.011051 1,140.00 -0.017392 7,500.00 -0.013245 453 Nov 4, 2011 3,783.63 0.020782 495.00 0.010152 68,300.00 0.014750 2,675.00 0.018868 3,475.00 0.029199 2,175.00 0.023257 896.38 0.032784 1,170.00 0.025975 7,500.00 0.000000 454 Nov 7, 2011 3,778.24 -0.001426 485.00 -0.020409 67,850.00 -0.006610 2,675.00 0.000000 3,475.00 0.000000 2,150.00 -0.011561 906.02 0.010697 1,160.00 -0.008584 7,500.00 0.000000

ANALYSIS OF STOCK INVESTMENT ELECTION ON INDONESIA STOCK EXCHANGE WITH M-ESTIMATION APPLICATION

ABSTRACT

In order to choose stocks on Indonesia Stock Exchange , investors use the CAPM method to rate the risk and benefit of the investment which expected. Risk indicator name by β and it’s the result of regression analysis of the composite stock price return with individual stocks with OLS method, but stocks data have outliers. To solve that research problem is using robust regression with M-Estimation method. Weight function which use in M-M-Estimation method are Huber function and Tukey Bisquare function. Result of coefficient β estimate prove that M-Estimation with Huber function more accurate than Tukey Bisquare function or OLS. It can be look from minimum standard error value. Next result of coefficient β estimate from M-Estimation with Huber function in use of CAPM method to choose the stocks. From the benefit prove that stock which worth to buy are ADHI, CPIN, and SMRA. Beside that, ASII, KLBF, LSIP, PWON, and TLKM are the stocks that should be sell to.

vi DAFTAR ISI

Halaman

PERSETUJUAN i

PERNYATAAN ii

PENGHARGAAN iii

ABSTRAK iv

ABSTRACT v

DAFTAR ISI vi

DAFTAR TABEL viii

DAFTAR GAMBAR ix

DAFTAR LAMPIRAN x

BAB 1 PENDAHULUAN 1

1.1 Latar Belakang 1

1.2 Perumusan Masalah 3

1.3 Batasan Masalah 3

1.4 Tujuan Penelitian 3

1.5 Manfaat Penelitian 4

1.6 Metodologi Penelitian 4

BAB 2 LANDASAN TEORI 6

2.1 Investasi 6

2.2 Pasar Saham 6

2.3 Harapan Investasi Saham 7

2.4 Capital Asset Pricing Model (CAPM) 8

2.5 Regresi Linier 9

2.5.1 Ordinary Least Square (OLS) 10

2.5.2 Pencilan 14

2.6 Regresi Robust 14

2.5.1 Estimasi-M 15

BAB 3 HASIL DAN PEMBAHASAN 20

3.1 Data 20

3.2 Estimasi Parameter 30

3.2.1 Ordinary Least Square (OLS) 30

3.2.2 Estimasi-M 32

3.3 Estimasi Standard Error 39

3.3.1 Ordinary Least Square (OLS) 39

3.3.2 Estimasi-M 40

3.4 Perbandingan Hasil Estimasi 42

3.5 Analisis Pemilihan Investasi Saham 42

3.5.1 Capital Asset Pricing Model (CAPM) 43

BAB 4 KESIMPULAN DAN SARAN 47

4.1 Kesimpulan 47

4.2 Saran 47

DAFTAR PUSTAKA 48

viii

DAFTAR TABEL

Nomor Judul Halaman

Tabel

2.1 Fungsi Objektif, Fungsi Pengaruh, dan Fungsi Pembobot

untuk Metode OLS, Huber, dan Tukey Bisquare 18

3.1 Estimasi Koefisien pada Saham ADHI 30

3.2 Estimasi Koefisien pada Saham ASII 30

3.3 Estimasi Koefisien pada Saham CPIN 31

3.4 Estimasi Koefisien pada Saham KLBF 31

3.5 Estimasi Koefisien pada Saham LSIP 31

3.6 Estimasi Koefisien pada Saham PWON 31

3.7 Estimasi Koefisien pada Saham SMRA 32

3.8 Estimasi Koefisien pada Saham TLKM 32

3.9 Nilai s untuk Saham ADHI 32

3.10 Nilai s untuk Saham ASII 33

3.11 Nilai s untuk Saham CPIN 33

3.12 Nilai s untuk Saham KLBF 33

3.13 Nilai s untuk Saham LSIP 33

3.14 Nilai s untuk Saham PWON 34

3.15 Nilai s untuk Saham SMRA 34

3.16 Nilai s untuk Saham TLKM 34

3.17 Hasil Iterasi Estimasi Koefisien untuk Fungsi Huber

(ADHI periode 1 tahun) 36

3.18 Hasil Iterasi Estimasi Koefisien untuk Fungsi Tukey

Bisquare (ADHI periode 1 tahun) 36

3.19 Model Regresi Robust Estimasi-M pada setiap Saham 37 3.20 Estimasi Standard Error pada Metode OLS 39 3.21 Estimasi Standard Error pada Estimasi-M 41 3.22 Rata-rata Tingkat Pengembalian Saham Individu 43

3.23 Koefisien β untuk tiap Saham 44

DAFTAR GAMBAR

Nomor Judul Halaman

Gambar

2.1 Fungsi Objektif , Fungsi Pengaruh , dan Fungsi Pembobot untuk Metode OLS, Huber, dan Tukey

Bisquare 17

3.1 Plot Pengembalian Harga Saham ADHI dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun;

(e) 5 tahun 22

3.2 Plot Pengembalian Harga Saham ASII dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun; (e) 5

tahun 23

3.3 Plot Pengembalian Harga Saham CPIN dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun; (e) 5

tahun 24

3.4 Plot Pengembalian Harga Saham KLBF dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun;

(e) 5 tahun 25

3.5 Plot Pengembalian Harga Saham LSIP dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun; (e) 5

tahun 26

3.6 Plot Pengembalian Harga Saham PWON dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun;

(e) 5 tahun 27

3.7 Plot Pengembalian Harga Saham SMRA dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun;

(e) 5 tahun 28

3.8 Plot Pengembalian Harga Saham TLKM dan IHSG Periode: (a) 1 tahun; (b) 2 tahun; (c) 3 tahun; (d) 4 tahun;

(e) 5 tahun 29

x

DAFTAR LAMPIRAN

Nomor Judul Halaman

Lamp

1 Data Harga Saham IHSG, Harga Saham Individual, dan Data Pengembalian Harga Saham (4 Januari 2010 – 30

Desember 2014) 49

2 Data Tingkat Suku Bunga SBI (Januari 2010 – Desember

2014) 73

3 Perhitungan Nilai Koefisien dan pada Metode OLS 73 4 Hasil Pembobot wi pada Fungsi Pembobot Huber dan

Tukey Bisquare pada Data Saham ADHI Periode 1

Tahun 74

5 Estimasi koefisien untuk Saham ADHI Periode 1

Tahun pada Iterasi Pertama 80

6 Hasil Iterasi Estimasi Koefisien untuk Semua Saham

pada Setiap Periode 82

7 Perhitungan Estimasi Standard Error pada Metode OLS 84